+22.5%
KRE vs TOST
-7.5%
+30.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | -0.1% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | +6.1% | +16.2% | -10.1% | +4.4% |
| 3M | -5.9% | -1.5% | -4.4% | -6.1% |
| 6M | +9.6% | +55.3% | -45.7% | +4.5% |
| YTD | +14.2% | -2.3% | +16.5% | +14.2% |
| 1Y | +22.5% | -5.5% | +28.0% | +24.1% |
| All | +22.5% | -7.5% | +30.0% | +24.1% |
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