+80.0%
TOST vs KVUE
-13.6%
+93.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +124.5% | +13.0% | +111.5% | +81.6% |
| 7D | +124.5% | +13.0% | +111.5% | +81.6% |
| 30D | +124.5% | +13.0% | +111.5% | +81.6% |
| 3M | +124.5% | +13.0% | +111.5% | +81.6% |
| 6M | +124.5% | +13.0% | +111.5% | +81.6% |
| YTD | +124.5% | +13.0% | +111.5% | +81.6% |
| 1Y | +124.5% | +13.0% | +111.5% | +81.6% |
| 3Y | +98.6% | +17.3% | +81.3% | +60.4% |
| All | +80.0% | -13.6% | +93.6% | +44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling