+1,290.0%
KDP vs TSN
+380.1%
+909.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | +0.3% | +4.9% | -4.6% | -0.9% |
| 30D | +16.3% | +12.1% | +4.3% | +13.0% |
| 3M | +24.0% | +4.1% | +19.9% | +22.5% |
| 6M | +30.0% | -10.9% | +40.9% | +33.4% |
| YTD | +36.1% | +4.8% | +31.3% | +33.6% |
| 1Y | +46.8% | +17.6% | +29.2% | +39.7% |
| 3Y | +30.5% | +43.2% | -12.7% | +17.2% |
| 5Y | +17.9% | -13.9% | +31.8% | +18.9% |
| 10Y | +239.3% | +11.8% | +227.4% | +203.8% |
| All | +1,290.0% | +380.1% | +909.9% | +631.9% |
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 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