-46.7%
TOST vs KWEB
-36.2%
-10.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.7% | -1.0% |
| 7D | -0.9% | -1.3% | +0.4% | -0.4% |
| 30D | -3.5% | -11.5% | +8.1% | +1.0% |
| 3M | +38.1% | -2.9% | +41.0% | +39.5% |
| 6M | +9.9% | -14.6% | +24.5% | +15.9% |
| YTD | -6.3% | -25.5% | +19.3% | +3.9% |
| 1Y | -18.3% | -31.1% | +12.8% | -7.0% |
| 3Y | +59.7% | +3.0% | +56.8% | +48.0% |
| All | -46.7% | -36.2% | -10.5% | -41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling