-44.5%
TOST vs KR
+94.0%
-138.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.4% | +2.0% | +3.3% |
| 7D | 0.0% | +4.6% | -4.6% | -0.4% |
| 30D | +16.2% | +12.2% | +4.0% | +14.9% |
| 3M | -1.5% | +24.6% | -26.1% | -3.6% |
| 6M | +55.3% | +8.2% | +47.1% | +53.5% |
| YTD | -2.3% | +15.3% | -17.6% | -4.4% |
| 1Y | -5.5% | +9.8% | -15.3% | -7.0% |
| 3Y | +151.1% | +71.4% | +79.8% | +124.2% |
| 5Y | -27.9% | +85.1% | -113.0% | -34.7% |
| All | -44.5% | +94.0% | -138.5% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 10y: compounded portfolio wealth divided by compounded KR 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…
10y analysis · Full analysis span regression · 6 months rolling