-10.4%
TSCO vs KMI
+151.4%
-161.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | -5.7% | -1.7% | -3.9% | -5.2% |
| 30D | -8.8% | -2.7% | -6.0% | -8.2% |
| 3M | +6.3% | -0.7% | +7.0% | +6.3% |
| 6M | -32.3% | -5.0% | -27.3% | -31.6% |
| YTD | -32.7% | +15.5% | -48.2% | -35.5% |
| 1Y | -43.7% | +16.4% | -60.1% | -46.2% |
| 3Y | -19.7% | +114.2% | -133.8% | -38.0% |
| All | -10.4% | +151.4% | -161.8% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 KMI 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