+34.1%
KRE vs TOST
-46.7%
+80.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.7% |
| 7D | -0.4% | +4.0% | -4.4% | -1.1% |
| 30D | +6.4% | +11.1% | -4.6% | +4.4% |
| 3M | -3.1% | +0.8% | -3.9% | -3.5% |
| 6M | +6.4% | +38.8% | -32.4% | -0.3% |
| YTD | +15.3% | -2.1% | +17.4% | +14.0% |
| 1Y | +23.3% | -6.0% | +29.3% | +22.7% |
| 3Y | +93.6% | +149.8% | -56.2% | +60.1% |
| 5Y | +13.2% | -42.8% | +56.0% | -2.5% |
| All | +34.1% | -46.7% | +80.8% | +15.0% |
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 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