-1.5%
TSCO vs KEY
+127.6%
-129.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | +0.3% | +2.9% | -2.7% | -0.4% |
| 30D | +11.3% | +8.4% | +2.9% | +9.2% |
| 3M | +1.5% | -5.8% | +7.2% | +2.8% |
| 6M | +24.0% | +5.4% | +18.5% | +22.1% |
| YTD | -25.7% | +7.1% | -32.7% | -27.2% |
| 1Y | -33.6% | +26.8% | -60.4% | -37.5% |
| 3Y | -1.5% | +128.7% | -130.2% | -27.6% |
| All | -1.5% | +127.6% | -129.2% | -27.6% |
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