+1,117.5%
KDP vs TSN
+312.4%
+805.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | +1.3% | -6.3% | +7.6% | +2.9% |
| 30D | +6.0% | -10.8% | +16.8% | +9.0% |
| 3M | +9.2% | -8.8% | +17.9% | +11.6% |
| 6M | +14.7% | -16.8% | +31.5% | +19.6% |
| YTD | +19.2% | -10.0% | +29.2% | +21.7% |
| 1Y | +15.2% | -5.3% | +20.4% | +15.9% |
| 3Y | +6.0% | +8.5% | -2.6% | +2.2% |
| 5Y | +5.4% | -22.9% | +28.3% | +9.4% |
| 10Y | +171.9% | -12.6% | +184.5% | +158.6% |
| All | +1,117.5% | +312.4% | +805.1% | +566.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling