+52.2%
TOST vs KVUE
-9.1%
+61.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.5% | +1.0% | -1.6% |
| 7D | -4.7% | -7.2% | +2.5% | -2.7% |
| 30D | -9.1% | -5.7% | -3.4% | -7.6% |
| 3M | +29.8% | +0.2% | +29.6% | +29.9% |
| 6M | +10.0% | 0.0% | +10.0% | +10.1% |
| YTD | -8.6% | +6.5% | -15.1% | -10.3% |
| 1Y | -20.7% | -1.4% | -19.3% | -20.2% |
| All | +52.2% | -9.1% | +61.3% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KVUE.
Daily Out/Under-Performance
Portfolio return minus KVUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KVUE 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 KVUE 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