-9.6%
TOST vs KR
+10.1%
-19.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.3% |
| 7D | -3.6% | +0.8% | -4.3% | -3.6% |
| 30D | +8.9% | +11.1% | -2.2% | +8.6% |
| 3M | -2.2% | +24.4% | -26.6% | -2.4% |
| 6M | +41.0% | +8.5% | +32.4% | +38.3% |
| YTD | -4.0% | +13.1% | -17.1% | -4.9% |
| 1Y | -9.6% | +9.3% | -18.9% | -11.5% |
| All | -9.6% | +10.1% | -19.7% | -11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling