+225.6%
TSCO vs KWEB
+21.1%
+204.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.6% |
| 7D | -5.7% | -5.6% | -0.1% | -4.8% |
| 30D | -8.8% | -10.7% | +1.9% | -7.2% |
| 3M | +6.3% | -7.4% | +13.7% | +7.4% |
| 6M | -32.3% | -19.3% | -12.9% | -30.2% |
| YTD | -32.7% | -27.8% | -4.9% | -29.6% |
| 1Y | -43.7% | -35.9% | -7.7% | -40.0% |
| 3Y | -19.7% | -1.9% | -17.7% | -21.4% |
| 5Y | -11.6% | -43.2% | +31.6% | -7.6% |
| 10Y | +184.1% | -21.2% | +205.2% | +147.2% |
| All | +225.6% | +21.1% | +204.5% | +121.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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