-48.1%
TOST vs KWEB
-37.7%
-10.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -1.7% |
| 7D | -4.7% | -3.6% | -1.1% | -3.4% |
| 30D | -9.1% | -14.9% | +5.8% | -3.5% |
| 3M | +29.8% | -5.4% | +35.2% | +32.4% |
| 6M | +10.0% | -18.9% | +28.9% | +18.3% |
| YTD | -8.6% | -27.2% | +18.6% | +2.1% |
| 1Y | -20.7% | -34.2% | +13.5% | -8.1% |
| 3Y | +55.7% | +0.6% | +55.1% | +45.5% |
| All | -48.1% | -37.7% | -10.4% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 10y: compounded portfolio wealth divided by compounded KWEB 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…
10y analysis · Full analysis span regression · 6 months rolling