-0.8%
TOST vs KEYS
+55.9%
-56.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -6.3% | +11.8% | +4.8% |
| 7D | +10.7% | -14.8% | +25.5% | +9.1% |
| 30D | +17.7% | -25.6% | +43.3% | +15.0% |
| 3M | +4.6% | -16.2% | +20.8% | +3.2% |
| 6M | +20.3% | -18.6% | +38.9% | +18.5% |
| YTD | -0.4% | +40.7% | -41.1% | -13.8% |
| 1Y | -0.8% | +59.6% | -60.4% | -19.0% |
| All | -0.8% | +55.9% | -56.7% | -19.0% |
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