-29.5%
TOST vs KEEL
-74.0%
+44.5%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.4% | -9.6% | -2.7% |
| 7D | -3.6% | -1.4% | -2.2% | -4.1% |
| 30D | +8.9% | -29.8% | +38.7% | +14.1% |
| 3M | -2.2% | -37.1% | +34.8% | +2.8% |
| 6M | +41.0% | -51.9% | +92.8% | +50.1% |
| YTD | -4.0% | -11.9% | +7.9% | -13.5% |
| 1Y | -9.6% | -38.6% | +29.0% | -13.4% |
| 3Y | +141.7% | +72.5% | +69.2% | +37.9% |
| 5Y | -29.5% | -74.4% | +44.9% | -35.2% |
| All | -29.5% | -74.0% | +44.5% | -35.2% |
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