+146.9%
TOST vs KEEL
+71.1%
+75.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.4% | -9.6% | -2.0% |
| 7D | -3.6% | -1.4% | -2.2% | -3.8% |
| 30D | +8.9% | -29.8% | +38.7% | +11.9% |
| 3M | -2.2% | -37.1% | +34.8% | +0.7% |
| 6M | +41.0% | -51.9% | +92.8% | +46.2% |
| YTD | -4.0% | -11.9% | +7.9% | -10.3% |
| 1Y | -9.6% | -38.6% | +29.0% | -12.0% |
| All | +146.9% | +71.1% | +75.8% | +89.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling