+142.7%
TOST vs KEYS
+145.6%
-2.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | -4.7% | +16.7% | -21.4% | -8.6% |
| 30D | +8.5% | -17.8% | +26.3% | +14.0% |
| 3M | -1.6% | -14.2% | +12.6% | +1.5% |
| 6M | +44.1% | -15.9% | +60.0% | +47.6% |
| YTD | -5.6% | +49.7% | -55.3% | -32.1% |
| 1Y | -12.6% | +65.3% | -77.9% | -41.4% |
| All | +142.7% | +145.6% | -2.9% | +8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling