-48.1%
TOST vs KR
+54.6%
-102.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.4% |
| 7D | -4.7% | -3.1% | -1.6% | -4.4% |
| 30D | -9.1% | +0.6% | -9.7% | -9.1% |
| 3M | +29.8% | -9.8% | +39.6% | +30.7% |
| 6M | +10.0% | -22.1% | +32.2% | +12.1% |
| YTD | -8.6% | -8.1% | -0.5% | -8.5% |
| 1Y | -20.7% | -14.7% | -6.0% | -20.0% |
| 3Y | +55.7% | +28.6% | +27.1% | +43.8% |
| All | -48.1% | +54.6% | -102.7% | -47.9% |
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