+671.9%
TSCO vs KMI
+104.5%
+567.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.1% |
| 7D | -3.1% | -2.1% | -1.1% | -2.6% |
| 30D | -4.4% | -1.7% | -2.7% | -4.0% |
| 3M | +9.7% | -1.9% | +11.6% | +10.0% |
| 6M | -32.4% | -4.3% | -28.1% | -31.9% |
| YTD | -31.7% | +15.8% | -47.5% | -34.3% |
| 1Y | -41.3% | +17.6% | -58.9% | -43.9% |
| 3Y | -18.3% | +113.1% | -131.4% | -33.5% |
| 5Y | -10.3% | +154.0% | -164.2% | -30.5% |
| 10Y | +188.5% | +133.1% | +55.4% | +119.9% |
| All | +671.9% | +104.5% | +567.4% | +446.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling