-10.3%
TSCO vs KIM
+35.1%
-45.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.0% |
| 7D | -3.1% | -1.5% | -1.6% | -2.6% |
| 30D | -4.4% | -1.7% | -2.7% | -3.7% |
| 3M | +9.7% | -7.1% | +16.8% | +12.7% |
| 6M | -32.4% | +2.9% | -35.3% | -33.2% |
| YTD | -31.7% | +18.8% | -50.5% | -36.1% |
| 1Y | -41.3% | +9.4% | -50.7% | -43.4% |
| 3Y | -18.3% | +44.6% | -62.9% | -29.7% |
| 5Y | -10.3% | +37.9% | -48.2% | -20.0% |
| All | -10.3% | +35.1% | -45.3% | -20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling