-48.1%
TOST vs KEEL
-13.7%
-34.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.4% |
| 7D | -4.7% | +19.3% | -24.0% | -8.0% |
| 30D | -9.1% | +9.1% | -18.2% | -11.6% |
| 3M | +29.8% | -31.5% | +61.3% | +34.3% |
| 6M | +10.0% | +75.8% | -65.8% | -9.4% |
| YTD | -8.6% | +57.9% | -66.5% | -24.7% |
| 1Y | -20.7% | +133.3% | -154.0% | -44.6% |
| 3Y | +55.7% | +204.1% | -148.4% | -20.4% |
| All | -48.1% | -13.7% | -34.4% | -62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling