+103.2%
TOST vs KEY
+106.2%
-3.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.1% |
| 7D | +9.4% | -1.3% | +10.7% | +10.3% |
| 30D | +13.5% | +5.1% | +8.3% | +10.4% |
| 3M | -0.1% | -7.1% | +7.0% | +4.0% |
| 6M | +22.5% | -4.4% | +26.8% | +25.0% |
| YTD | -2.4% | +4.0% | -6.4% | -5.5% |
| 1Y | -4.7% | +23.4% | -28.1% | -16.7% |
| 3Y | +103.2% | +113.9% | -10.7% | +19.4% |
| All | +103.2% | +106.2% | -3.0% | +19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling