+35.9%
KDP vs TSN
+10.6%
+25.3%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.0% | -6.4% | -7.2% |
| 7D | -4.0% | -1.4% | -2.6% | -3.7% |
| 30D | +8.5% | +10.2% | -1.7% | +6.5% |
| 3M | +20.7% | +7.2% | +13.5% | +18.9% |
| 6M | +23.2% | -10.6% | +33.8% | +24.5% |
| YTD | +30.5% | +3.7% | +26.8% | +29.0% |
| 1Y | +35.9% | +13.5% | +22.4% | +34.5% |
| All | +35.9% | +10.6% | +25.3% | +34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling