+146.9%
TOST vs KWEB
-2.9%
+149.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.8% |
| 7D | -3.6% | -2.7% | -0.9% | -3.0% |
| 30D | +8.9% | -4.4% | +13.2% | +10.0% |
| 3M | -2.2% | -15.7% | +13.5% | +1.8% |
| 6M | +41.0% | -20.0% | +61.0% | +48.0% |
| YTD | -4.0% | -30.5% | +26.5% | +4.1% |
| 1Y | -9.6% | -36.6% | +27.0% | 0.0% |
| All | +146.9% | -2.9% | +149.8% | +144.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling