+6.7%
KDP vs TSN
+10.8%
-4.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | +1.3% | -6.3% | +7.6% | +3.0% |
| 30D | +6.0% | -10.8% | +16.8% | +9.2% |
| 3M | +9.2% | -8.8% | +17.9% | +11.7% |
| 6M | +14.7% | -16.8% | +31.5% | +20.0% |
| YTD | +19.2% | -10.0% | +29.2% | +21.5% |
| 1Y | +15.2% | -5.3% | +20.4% | +15.3% |
| All | +6.7% | +10.8% | -4.1% | -1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling