-14.0%
TSCO vs KEY
+130.9%
-144.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.6% | +1.3% |
| 7D | +1.7% | +2.7% | -1.1% | +1.0% |
| 30D | +2.8% | -3.2% | +6.0% | +3.6% |
| 3M | +17.9% | +1.0% | +16.9% | +17.5% |
| 6M | -28.6% | +11.9% | -40.4% | -30.5% |
| YTD | -28.0% | +8.7% | -36.8% | -29.7% |
| 1Y | -39.9% | +18.5% | -58.3% | -42.6% |
| 3Y | -14.0% | +124.0% | -137.9% | -33.9% |
| All | -14.0% | +130.9% | -144.9% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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