+1,278.3%
KDP vs TSN
+378.6%
+899.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | +2.2% | +4.6% | -2.4% | +1.1% |
| 30D | +19.9% | +15.4% | +4.5% | +15.7% |
| 3M | +21.5% | +2.9% | +18.6% | +20.4% |
| 6M | +30.1% | -10.8% | +40.9% | +33.5% |
| YTD | +34.9% | +4.5% | +30.5% | +32.6% |
| 1Y | +43.4% | +19.5% | +23.9% | +35.9% |
| 3Y | +29.1% | +42.2% | -13.1% | +16.2% |
| 5Y | +15.0% | -14.2% | +29.2% | +16.1% |
| 10Y | +234.1% | +15.4% | +218.7% | +196.9% |
| All | +1,278.3% | +378.6% | +899.7% | +626.3% |
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