+145.4%
KEYS vs TSN
+11.8%
+133.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.7% |
| 7D | +0.9% | +1.4% | -0.4% | +0.8% |
| 30D | -5.3% | -6.2% | +0.9% | -4.8% |
| 3M | +0.5% | -5.7% | +6.2% | +0.5% |
| 6M | +14.0% | -11.4% | +25.4% | +14.9% |
| YTD | +60.3% | -8.2% | +68.4% | +60.7% |
| 1Y | +91.3% | -2.0% | +93.3% | +89.3% |
| All | +145.4% | +11.8% | +133.5% | +122.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling