+43.4%
KO vs TOST
-7.5%
+50.9%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.6% | +1.8% |
| 7D | +3.7% | 0.0% | +3.7% | +3.7% |
| 30D | +8.1% | +16.2% | -8.0% | +8.2% |
| 3M | +14.2% | -1.5% | +15.7% | +14.1% |
| 6M | +25.2% | +55.3% | -30.1% | +28.1% |
| YTD | +44.7% | -2.3% | +47.1% | +45.2% |
| 1Y | +43.4% | -5.5% | +48.9% | +44.2% |
| All | +43.4% | -7.5% | +50.9% | +44.2% |
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