-5.5%
TOST vs KEEL
-32.0%
+26.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.6% | +8.1% | +3.5% |
| 7D | 0.0% | -0.5% | +0.6% | 0.0% |
| 30D | +16.2% | -27.1% | +43.2% | +16.6% |
| 3M | -1.5% | -43.8% | +42.3% | -1.1% |
| 6M | +55.3% | -55.2% | +110.5% | +54.6% |
| YTD | -2.3% | -20.9% | +18.5% | -8.6% |
| 1Y | -5.5% | -28.5% | +22.9% | -11.3% |
| All | -5.5% | -32.0% | +26.5% | -11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling