+60.8%
KKR vs TOST
-46.9%
+107.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.6% | -0.3% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | +14.5% | +16.2% | -1.6% | +9.0% |
| 3M | -15.0% | -1.5% | -13.4% | -14.7% |
| 6M | +1.0% | +55.3% | -54.3% | -13.5% |
| YTD | -22.6% | -2.3% | -20.3% | -23.6% |
| 1Y | -18.2% | -5.5% | -12.7% | -18.3% |
| 3Y | +56.4% | +151.1% | -94.7% | +14.0% |
| 5Y | +29.6% | -27.9% | +57.5% | +12.1% |
| All | +60.8% | -46.9% | +107.6% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TOST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling