+11.4%
KRE vs TOST
-27.7%
+39.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | -0.3% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | +6.1% | +16.2% | -10.1% | +3.1% |
| 3M | -5.9% | -1.5% | -4.4% | -5.9% |
| 6M | +9.6% | +55.3% | -45.7% | +0.2% |
| YTD | +14.2% | -2.3% | +16.5% | +12.8% |
| 1Y | +22.5% | -5.5% | +28.0% | +21.8% |
| 3Y | +90.4% | +151.1% | -60.8% | +54.6% |
| All | +11.4% | -27.7% | +39.2% | -1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling