+50,177.4%
TSCO vs KIM
+1,408.6%
+48,768.9%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.7% |
| 7D | +1.7% | -0.3% | +2.0% | +1.8% |
| 30D | +2.8% | -1.7% | +4.5% | +3.3% |
| 3M | +17.9% | -0.8% | +18.7% | +18.1% |
| 6M | -28.6% | +4.4% | -33.0% | -29.5% |
| YTD | -28.0% | +21.2% | -49.3% | -31.9% |
| 1Y | -39.9% | +10.5% | -50.4% | -41.6% |
| 3Y | -14.0% | +47.5% | -61.5% | -23.4% |
| 5Y | -2.9% | +37.1% | -40.0% | -12.8% |
| 10Y | +199.5% | +29.5% | +170.0% | +149.9% |
| All | +50,177.4% | +1,408.6% | +48,768.9% | +14,810.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling