+59.7%
TOST vs KEEL
+193.7%
-134.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +7.5% | -9.4% | -2.8% |
| 7D | -0.9% | +21.5% | -22.4% | -3.1% |
| 30D | -3.5% | -3.9% | +0.4% | -3.7% |
| 3M | +38.1% | -34.1% | +72.2% | +42.0% |
| 6M | +9.9% | +82.8% | -72.9% | -3.1% |
| YTD | -6.3% | +58.7% | -65.0% | -16.8% |
| 1Y | -18.3% | +191.4% | -209.7% | -37.3% |
| 3Y | +59.7% | +205.7% | -146.0% | +6.0% |
| All | +59.7% | +193.7% | -134.0% | +6.0% |
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