+75.8%
KEEL vs TSN
-13.3%
+89.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -1.0% |
| 7D | +19.3% | -7.3% | +26.6% | +15.7% |
| 30D | +9.1% | -8.6% | +17.8% | +5.4% |
| 3M | -31.5% | -7.5% | -24.0% | -33.1% |
| 6M | +75.8% | -14.1% | +90.0% | +68.6% |
| All | +75.8% | -13.3% | +89.1% | +68.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling