-45.4%
TOST vs KEY
+35.1%
-80.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.4% |
| 7D | -3.6% | -0.5% | -3.1% | -3.4% |
| 30D | +8.9% | +6.7% | +2.2% | +5.6% |
| 3M | -2.2% | -4.6% | +2.4% | -0.1% |
| 6M | +41.0% | +2.6% | +38.4% | +38.7% |
| YTD | -4.0% | +7.0% | -10.9% | -7.7% |
| 1Y | -9.6% | +23.5% | -33.1% | -18.9% |
| 3Y | +141.7% | +126.4% | +15.3% | +62.4% |
| 5Y | -29.5% | +13.0% | -42.5% | -34.5% |
| All | -45.4% | +35.1% | -80.5% | -50.2% |
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