-40.4%
TOST vs KEY
+12.4%
-52.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | +0.7% |
| 7D | +11.6% | -2.5% | +14.1% | +13.0% |
| 30D | +16.2% | +4.1% | +12.2% | +14.0% |
| 3M | +1.0% | -8.4% | +9.4% | +5.3% |
| 6M | +23.2% | -2.3% | +25.5% | +24.1% |
| YTD | -1.0% | +4.6% | -5.5% | -3.8% |
| 1Y | -9.9% | +24.6% | -34.4% | -19.6% |
| 3Y | +101.0% | +112.8% | -11.7% | +38.2% |
| 5Y | -40.4% | +12.9% | -53.3% | -42.5% |
| All | -40.4% | +12.4% | -52.8% | -42.5% |
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