+1,018.0%
KEYS vs TSN
-4.9%
+1,022.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.0% | +3.8% |
| 7D | +3.5% | +3.0% | +0.5% | +2.8% |
| 30D | -4.5% | -4.2% | -0.3% | -3.7% |
| 3M | -0.4% | -3.9% | +3.5% | -0.1% |
| 6M | +19.1% | -9.8% | +29.0% | +20.8% |
| YTD | +66.7% | -7.3% | +73.9% | +67.8% |
| 1Y | +96.5% | -2.2% | +98.7% | +95.0% |
| 3Y | +155.2% | +11.9% | +143.3% | +142.4% |
| 5Y | +88.0% | -16.9% | +104.9% | +90.5% |
| All | +1,018.0% | -4.9% | +1,022.9% | +956.2% |
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