+49,750.0%
TSCO vs KEY
+385.0%
+49,365.0%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.9% | +1.1% |
| 7D | +0.8% | +2.2% | -1.4% | +0.3% |
| 30D | +5.5% | -3.0% | +8.5% | +6.1% |
| 3M | +20.0% | +3.3% | +16.6% | +19.0% |
| 6M | -29.8% | +9.2% | -39.0% | -31.2% |
| YTD | -28.7% | +10.6% | -39.3% | -30.4% |
| 1Y | -40.9% | +20.4% | -61.3% | -43.5% |
| 3Y | -15.9% | +121.8% | -137.8% | -31.1% |
| 5Y | -3.5% | +41.1% | -44.6% | -15.9% |
| 10Y | +142.2% | +168.5% | -26.3% | +70.1% |
| All | +49,750.0% | +385.0% | +49,365.0% | +7,002.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling