-45.7%
TOST vs KEYS
+87.1%
-132.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.4% | -0.8% |
| 7D | -3.4% | +2.3% | -5.7% | -4.7% |
| 30D | -2.4% | -2.6% | +0.2% | -1.7% |
| 3M | +34.6% | -4.6% | +39.2% | +33.8% |
| 6M | +15.2% | +8.7% | +6.5% | +0.6% |
| YTD | -4.4% | +61.0% | -65.4% | -42.1% |
| 1Y | -17.4% | +96.0% | -113.4% | -58.7% |
| 3Y | +54.5% | +144.4% | -89.9% | -41.7% |
| All | -45.7% | +87.1% | -132.8% | -73.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling