-35.3%
KEEL vs TSN
-17.2%
-18.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.0% | +2.8% | +3.5% |
| 7D | +2.9% | +3.0% | -0.2% | +1.9% |
| 30D | +0.8% | -4.2% | +5.0% | +2.0% |
| 3M | -35.3% | -3.9% | -31.4% | -35.1% |
| 6M | +59.4% | -9.8% | +69.2% | +61.8% |
| YTD | +51.9% | -7.3% | +59.2% | +51.3% |
| 1Y | +75.0% | -2.2% | +77.2% | +69.1% |
| 3Y | +224.5% | +11.9% | +212.7% | +172.5% |
| All | -35.3% | -17.2% | -18.2% | -8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling