+1,007.5%
KEY vs TSN
+1,049.6%
-42.0%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | -1.3% | +4.6% | -5.9% | -2.9% |
| 30D | +5.1% | +15.4% | -10.3% | -0.2% |
| 3M | -7.1% | +2.9% | -10.0% | -8.4% |
| 6M | -4.4% | -10.8% | +6.4% | -1.1% |
| YTD | +4.0% | +4.5% | -0.4% | +1.0% |
| 1Y | +23.4% | +19.5% | +3.9% | +13.8% |
| 3Y | +113.9% | +42.2% | +71.7% | +82.8% |
| 5Y | +12.3% | -14.2% | +26.5% | +14.6% |
| 10Y | +125.5% | +15.4% | +110.1% | +105.0% |
| All | +1,007.5% | +1,049.6% | -42.0% | +282.6% |
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 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