+11.5%
KRE vs TOST
-30.2%
+41.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.3% |
| 7D | +0.3% | -4.7% | +5.0% | +1.2% |
| 30D | +5.0% | +8.5% | -3.5% | +3.3% |
| 3M | -5.7% | -1.6% | -4.2% | -5.7% |
| 6M | +7.5% | +44.1% | -36.6% | -0.3% |
| YTD | +13.8% | -5.6% | +19.5% | +13.2% |
| 1Y | +20.7% | -12.6% | +33.2% | +21.7% |
| 3Y | +90.1% | +137.6% | -47.5% | +56.0% |
| 5Y | +11.5% | -30.4% | +41.9% | -0.4% |
| All | +11.5% | -30.2% | +41.7% | -0.4% |
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