-17.4%
TOST vs KEYS
+98.0%
-115.4%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.4% | +0.1% |
| 7D | -3.4% | +2.3% | -5.7% | -3.4% |
| 30D | -2.4% | -2.6% | +0.2% | -2.5% |
| 3M | +34.6% | -4.6% | +39.2% | +34.2% |
| 6M | +15.2% | +8.7% | +6.5% | +12.1% |
| YTD | -4.4% | +61.0% | -65.4% | -18.7% |
| 1Y | -17.4% | +96.0% | -113.4% | -38.1% |
| All | -17.4% | +98.0% | -115.4% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1y: compounded portfolio wealth divided by compounded KEYS 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…
1y analysis · Full analysis span regression · 6 months rolling