+167.0%
KEY vs TSN
-9.5%
+176.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.4% | -2.6% |
| 7D | +2.7% | -5.0% | +7.8% | +5.2% |
| 30D | -3.2% | -9.1% | +5.9% | +1.3% |
| 3M | +1.0% | -7.4% | +8.4% | +4.2% |
| 6M | +11.9% | -13.4% | +25.2% | +18.5% |
| YTD | +8.7% | -8.5% | +17.2% | +11.2% |
| 1Y | +18.5% | -3.2% | +21.7% | +16.9% |
| 3Y | +124.0% | +11.5% | +112.5% | +97.9% |
| 5Y | +40.8% | -19.5% | +60.3% | +47.3% |
| 10Y | +167.0% | -9.1% | +176.1% | +138.2% |
| All | +167.0% | -9.5% | +176.5% | +138.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling