+51,830.1%
TSCO vs KEY
+369.3%
+51,460.8%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | +0.3% | +2.9% | -2.7% | -0.3% |
| 30D | +11.3% | +8.4% | +2.9% | +9.4% |
| 3M | +1.5% | -5.8% | +7.2% | +2.7% |
| 6M | +24.0% | +5.4% | +18.5% | +22.3% |
| YTD | -25.7% | +7.1% | -32.7% | -27.0% |
| 1Y | -33.6% | +26.8% | -60.4% | -37.1% |
| 3Y | -1.5% | +128.7% | -130.2% | -19.6% |
| 5Y | -9.6% | +13.6% | -23.2% | -17.3% |
| 10Y | +200.8% | +99.7% | +101.1% | +125.7% |
| All | +51,830.1% | +369.3% | +51,460.8% | +7,350.9% |
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 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