+59.7%
TOST vs KR
+37.0%
+22.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.4% | -1.9% |
| 7D | -0.9% | -1.3% | +0.4% | -0.9% |
| 30D | -3.5% | +1.5% | -5.0% | -3.4% |
| 3M | +38.1% | -8.5% | +46.7% | +37.7% |
| 6M | +9.9% | -21.9% | +31.8% | +9.1% |
| YTD | -6.3% | -6.9% | +0.6% | -6.7% |
| 1Y | -18.3% | -14.0% | -4.3% | -18.5% |
| 3Y | +59.7% | +30.3% | +29.4% | +41.4% |
| All | +59.7% | +37.0% | +22.7% | +41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling