+181.2%
TSCO vs KIM
+32.5%
+148.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -5.7% | -1.7% | -3.9% | -5.3% |
| 30D | -8.8% | -3.0% | -5.8% | -8.2% |
| 3M | +6.3% | -8.9% | +15.2% | +8.4% |
| 6M | -32.3% | +2.4% | -34.6% | -32.6% |
| YTD | -32.7% | +18.3% | -51.0% | -35.1% |
| 1Y | -43.7% | +8.2% | -51.9% | -44.6% |
| 3Y | -19.7% | +44.0% | -63.7% | -25.6% |
| 5Y | -11.6% | +37.3% | -49.0% | -17.7% |
| All | +181.2% | +32.5% | +148.7% | +157.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 10y: compounded portfolio wealth divided by compounded KIM 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…
10y analysis · Full analysis span regression · 6 months rolling