-5.5%
TOST vs KEYS
+63.0%
-68.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.2% | +5.6% | +3.2% |
| 7D | 0.0% | +9.4% | -9.4% | +1.2% |
| 30D | +16.2% | -16.8% | +32.9% | +14.1% |
| 3M | -1.5% | -15.9% | +14.3% | -2.9% |
| 6M | +55.3% | -17.6% | +72.9% | +53.7% |
| YTD | -2.3% | +46.5% | -48.8% | -10.0% |
| 1Y | -5.5% | +66.9% | -72.4% | -15.6% |
| All | -5.5% | +63.0% | -68.5% | -15.6% |
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