+181.2%
TSCO vs KKR
+710.9%
-529.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | -5.7% | -6.2% | +0.5% | -4.2% |
| 30D | -8.8% | -8.9% | +0.1% | -6.8% |
| 3M | +6.3% | +6.3% | +0.1% | +4.5% |
| 6M | -32.3% | +16.5% | -48.7% | -35.1% |
| YTD | -32.7% | -20.3% | -12.4% | -29.8% |
| 1Y | -43.7% | -29.8% | -13.9% | -39.6% |
| 3Y | -19.7% | +63.2% | -82.8% | -34.5% |
| 5Y | -11.6% | +68.0% | -79.6% | -31.2% |
| All | +181.2% | +710.9% | -529.6% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KKR.
Daily Out/Under-Performance
Portfolio return minus KKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KKR 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 KKR 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