+33.4%
KRE vs TOST
-47.1%
+80.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | +0.3% | +3.0% | -2.7% | -0.2% |
| 30D | +5.9% | +10.3% | -4.3% | +4.0% |
| 3M | -3.3% | -3.3% | 0.0% | -3.0% |
| 6M | +5.8% | +37.8% | -32.0% | -0.7% |
| YTD | +14.7% | -2.8% | +17.5% | +13.6% |
| 1Y | +22.0% | -9.6% | +31.6% | +22.3% |
| 3Y | +91.6% | +144.6% | -53.0% | +59.0% |
| 5Y | +13.0% | -31.0% | +43.9% | -2.7% |
| All | +33.4% | -47.1% | +80.5% | +14.6% |
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