-43.4%
TOST vs KEY
+35.8%
-79.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.5% | +4.0% | +4.8% |
| 7D | +10.7% | +1.7% | +9.1% | +9.9% |
| 30D | +17.7% | +6.8% | +11.0% | +14.1% |
| 3M | +4.6% | -5.8% | +10.4% | +7.6% |
| 6M | +20.3% | +1.4% | +18.8% | +19.0% |
| YTD | -0.4% | +7.5% | -7.9% | -4.4% |
| 1Y | -0.8% | +29.6% | -30.4% | -13.0% |
| 3Y | +102.2% | +118.8% | -16.5% | +38.0% |
| 5Y | -41.3% | +16.8% | -58.1% | -45.4% |
| All | -43.4% | +35.8% | -79.2% | -48.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling