-48.1%
TOST vs KEYS
+89.2%
-137.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.1% |
| 7D | -4.7% | +2.9% | -7.6% | -6.4% |
| 30D | -9.1% | -1.3% | -7.8% | -9.1% |
| 3M | +29.8% | -0.1% | +29.9% | +25.1% |
| 6M | +10.0% | +17.4% | -7.3% | -8.7% |
| YTD | -8.6% | +62.9% | -71.5% | -45.1% |
| 1Y | -20.7% | +95.7% | -116.4% | -60.2% |
| 3Y | +55.7% | +150.2% | -94.5% | -42.4% |
| All | -48.1% | +89.2% | -137.3% | -74.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling