-31.0%
TOST vs KEY
+14.6%
-45.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +3.0% | +0.5% | +2.4% | +2.7% |
| 30D | +10.3% | +6.9% | +3.4% | +6.8% |
| 3M | -3.3% | -5.0% | +1.7% | -0.9% |
| 6M | +37.8% | +0.7% | +37.1% | +36.8% |
| YTD | -2.8% | +6.5% | -9.2% | -6.4% |
| 1Y | -9.6% | +22.6% | -32.2% | -18.8% |
| 3Y | +144.6% | +125.3% | +19.3% | +63.3% |
| 5Y | -31.0% | +13.9% | -44.9% | -32.8% |
| All | -31.0% | +14.6% | -45.6% | -32.8% |
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