+91.3%
KRE vs TOST
+145.2%
-53.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | +0.3% | +3.0% | -2.7% | -0.3% |
| 30D | +5.9% | +10.3% | -4.3% | +3.6% |
| 3M | -3.3% | -3.3% | 0.0% | -2.9% |
| 6M | +5.8% | +37.8% | -32.0% | -2.1% |
| YTD | +14.7% | -2.8% | +17.5% | +13.8% |
| 1Y | +22.0% | -9.6% | +31.6% | +23.1% |
| All | +91.3% | +145.2% | -53.9% | +30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling