+41.2%
KEY vs TSN
-22.4%
+63.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +0.5% |
| 7D | +2.2% | -6.3% | +8.5% | +4.8% |
| 30D | -3.0% | -10.8% | +7.8% | +1.5% |
| 3M | +3.3% | -8.8% | +12.1% | +6.6% |
| 6M | +9.2% | -16.8% | +26.0% | +16.6% |
| YTD | +10.6% | -10.0% | +20.6% | +13.3% |
| 1Y | +20.4% | -5.3% | +25.7% | +19.7% |
| 3Y | +121.8% | +8.5% | +113.3% | +95.8% |
| All | +41.2% | -22.4% | +63.6% | +42.7% |
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