-44.4%
TOST vs KEY
+34.9%
-79.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.4% | -1.0% |
| 7D | +4.0% | -0.4% | +4.4% | +4.2% |
| 30D | +11.1% | +7.2% | +3.8% | +7.4% |
| 3M | +0.8% | -4.9% | +5.7% | +3.2% |
| 6M | +38.8% | +1.1% | +37.7% | +37.6% |
| YTD | -2.1% | +6.8% | -8.9% | -5.8% |
| 1Y | -6.0% | +23.3% | -29.3% | -15.7% |
| 3Y | +149.8% | +126.1% | +23.7% | +67.9% |
| 5Y | -42.8% | +15.2% | -58.0% | -46.6% |
| All | -44.4% | +34.9% | -79.3% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling