+1,078.2%
KEY vs TSN
+890.5%
+187.7%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +0.5% |
| 7D | +2.2% | -6.3% | +8.5% | +4.5% |
| 30D | -3.0% | -10.8% | +7.8% | +0.8% |
| 3M | +3.3% | -8.8% | +12.1% | +6.2% |
| 6M | +9.2% | -16.8% | +26.0% | +15.5% |
| YTD | +10.6% | -10.0% | +20.6% | +13.5% |
| 1Y | +20.4% | -5.3% | +25.7% | +20.8% |
| 3Y | +121.8% | +8.5% | +113.3% | +109.4% |
| 5Y | +41.1% | -22.9% | +64.1% | +49.9% |
| 10Y | +168.5% | -12.6% | +181.2% | +167.8% |
| All | +1,078.2% | +890.5% | +187.7% | +329.9% |
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