+149.8%
TOST vs KR
+65.7%
+84.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | +4.0% | -0.5% | +4.6% | +4.0% |
| 30D | +11.1% | +10.3% | +0.7% | +11.1% |
| 3M | +0.8% | +20.7% | -19.9% | +1.0% |
| 6M | +38.8% | +4.9% | +33.9% | +38.0% |
| YTD | -2.1% | +10.7% | -12.8% | -2.4% |
| 1Y | -6.0% | +7.2% | -13.2% | -6.4% |
| 3Y | +149.8% | +65.7% | +84.1% | +141.5% |
| All | +149.8% | +65.7% | +84.1% | +141.5% |
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 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