+96.5%
KEYS vs TSN
-1.7%
+98.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.0% | +4.1% |
| 7D | +3.5% | +3.0% | +0.5% | +3.7% |
| 30D | -4.5% | -4.2% | -0.3% | -4.7% |
| 3M | -0.4% | -3.9% | +3.5% | -1.3% |
| 6M | +19.1% | -9.8% | +29.0% | +18.4% |
| YTD | +66.7% | -7.3% | +73.9% | +67.5% |
| 1Y | +96.5% | -2.2% | +98.7% | +94.9% |
| All | +96.5% | -1.7% | +98.1% | +94.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling