-45.7%
TOST vs KEY
+39.7%
-85.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.1% |
| 7D | -3.4% | +2.2% | -5.6% | -4.4% |
| 30D | -2.4% | -3.0% | +0.6% | -1.1% |
| 3M | +34.6% | +3.3% | +31.3% | +32.3% |
| 6M | +15.2% | +9.2% | +6.0% | +9.8% |
| YTD | -4.4% | +10.6% | -15.0% | -9.5% |
| 1Y | -17.4% | +20.4% | -37.8% | -25.0% |
| 3Y | +54.5% | +121.8% | -67.4% | +4.2% |
| All | -45.7% | +39.7% | -85.4% | -51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling