+179.8%
KDP vs TSN
-9.4%
+189.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.2% |
| 7D | -1.6% | -7.3% | +5.7% | +0.4% |
| 30D | +9.5% | -8.6% | +18.1% | +12.1% |
| 3M | +2.6% | -7.5% | +10.2% | +4.7% |
| 6M | +15.6% | -14.1% | +29.8% | +19.9% |
| YTD | +17.3% | -9.4% | +26.8% | +19.7% |
| 1Y | +20.1% | -4.1% | +24.2% | +20.4% |
| 3Y | +4.9% | +10.3% | -5.4% | +0.2% |
| 5Y | +5.0% | -19.7% | +24.7% | +8.0% |
| 10Y | +179.8% | -7.0% | +186.8% | +149.4% |
| All | +179.8% | -9.4% | +189.2% | +149.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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