-44.5%
TOST vs KR
+85.5%
-130.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -1.1% |
| 7D | +9.4% | +1.4% | +8.0% | +9.3% |
| 30D | +13.5% | +14.3% | -0.8% | +12.0% |
| 3M | -0.1% | +18.9% | -19.1% | -1.8% |
| 6M | +22.5% | +3.8% | +18.7% | +21.6% |
| YTD | -2.4% | +10.2% | -12.6% | -3.9% |
| 1Y | -4.7% | +9.2% | -13.9% | -6.2% |
| 3Y | +103.2% | +60.3% | +42.9% | +83.2% |
| 5Y | -41.2% | +78.3% | -119.5% | -45.9% |
| All | -44.5% | +85.5% | -130.0% | -45.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling