+80.8%
KEYS vs TSN
-18.6%
+99.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.9% |
| 7D | +0.9% | +1.4% | -0.4% | +0.7% |
| 30D | -5.3% | -6.2% | +0.9% | -4.3% |
| 3M | +0.5% | -5.7% | +6.2% | +1.0% |
| 6M | +14.0% | -11.4% | +25.4% | +15.7% |
| YTD | +60.3% | -8.2% | +68.4% | +61.3% |
| 1Y | +91.3% | -2.0% | +93.3% | +89.3% |
| 3Y | +146.1% | +11.9% | +134.3% | +131.9% |
| 5Y | +80.8% | -17.8% | +98.5% | +97.3% |
| All | +80.8% | -18.6% | +99.4% | +97.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling