-19.9%
TOST vs KEYS
+92.7%
-112.6%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.6% |
| 7D | -5.9% | +0.9% | -6.8% | -5.8% |
| 30D | -8.4% | -5.3% | -3.2% | -8.5% |
| 3M | +31.4% | +0.5% | +30.9% | +30.5% |
| 6M | +10.5% | +14.0% | -3.5% | +6.6% |
| YTD | -10.1% | +60.3% | -70.3% | -23.6% |
| 1Y | -19.9% | +91.3% | -111.3% | -38.3% |
| All | -19.9% | +92.7% | -112.6% | -38.3% |
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