-19.7%
TSCO vs KEYS
+154.3%
-174.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.0% | -5.5% | -2.1% |
| 7D | -5.7% | +3.5% | -9.2% | -6.1% |
| 30D | -8.8% | -4.5% | -4.3% | -8.3% |
| 3M | +6.3% | -0.4% | +6.7% | +5.9% |
| 6M | -32.3% | +19.1% | -51.4% | -35.3% |
| YTD | -32.7% | +66.7% | -99.4% | -41.2% |
| 1Y | -43.7% | +96.5% | -140.1% | -53.2% |
| 3Y | -19.7% | +155.2% | -174.8% | -45.3% |
| All | -19.7% | +154.3% | -174.0% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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