-46.4%
TOST vs KEEL
-54.7%
+8.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.8% | +4.1% | -0.6% |
| 7D | -4.7% | +18.2% | -22.8% | -7.9% |
| 30D | +8.5% | -32.1% | +40.6% | +14.5% |
| 3M | -1.6% | -44.9% | +43.3% | +6.3% |
| 6M | +44.1% | -52.1% | +96.2% | +53.5% |
| YTD | -5.6% | -17.0% | +11.4% | -14.3% |
| 1Y | -12.6% | -38.5% | +25.9% | -16.6% |
| 3Y | +137.6% | +62.5% | +75.1% | +34.8% |
| 5Y | -30.4% | -77.3% | +46.9% | -32.1% |
| All | -46.4% | -54.7% | +8.3% | -57.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling