-44.5%
TOST vs KEYS
+70.2%
-114.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.2% | +5.6% | +4.6% |
| 7D | 0.0% | +9.4% | -9.4% | -5.0% |
| 30D | +16.2% | -16.8% | +32.9% | +26.0% |
| 3M | -1.5% | -15.9% | +14.3% | +4.8% |
| 6M | +55.3% | -17.6% | +72.9% | +62.0% |
| YTD | -2.3% | +46.5% | -48.8% | -39.6% |
| 1Y | -5.5% | +66.9% | -72.4% | -48.6% |
| 3Y | +151.1% | +141.4% | +9.7% | -11.9% |
| 5Y | -27.9% | +59.5% | -87.5% | -61.4% |
| All | -44.5% | +70.2% | -114.7% | -72.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling