-23.2%
KKR vs TOST
-18.7%
-4.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | +0.1% | -1.2% |
| 7D | -0.6% | -0.9% | +0.3% | -0.3% |
| 30D | +3.0% | -3.5% | +6.5% | +4.0% |
| 3M | +13.6% | +38.1% | -24.5% | +0.5% |
| 6M | +16.2% | +9.9% | +6.3% | +10.9% |
| YTD | -16.6% | -6.3% | -10.3% | -16.4% |
| 1Y | -23.2% | -18.3% | -4.9% | -19.0% |
| All | -23.2% | -18.7% | -4.5% | -19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling