-4.7%
TOST vs KEY
+24.1%
-28.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.1% |
| 7D | +9.4% | -1.3% | +10.7% | +10.1% |
| 30D | +13.5% | +5.1% | +8.3% | +11.0% |
| 3M | -0.1% | -7.1% | +7.0% | +2.8% |
| 6M | +22.5% | -4.4% | +26.8% | +24.5% |
| YTD | -2.4% | +4.0% | -6.4% | -5.8% |
| 1Y | -4.7% | +23.4% | -28.1% | -20.2% |
| All | -4.7% | +24.1% | -28.8% | -20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling