-48.9%
TOST vs KEEL
-20.0%
-28.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.3% | +5.7% | -0.2% |
| 7D | -5.9% | +2.7% | -8.6% | -6.5% |
| 30D | -8.4% | +4.6% | -13.0% | -10.3% |
| 3M | +31.4% | -34.5% | +65.9% | +36.9% |
| 6M | +10.5% | +59.3% | -48.7% | -7.2% |
| YTD | -10.1% | +46.4% | -56.4% | -24.8% |
| 1Y | -19.9% | +96.6% | -116.5% | -41.9% |
| 3Y | +53.3% | +182.0% | -128.7% | -20.6% |
| All | -48.9% | -20.0% | -28.9% | -62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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