+1,071.7%
KEYS vs TSN
+82.3%
+989.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | +2.9% | -7.3% | +10.2% | +4.4% |
| 30D | -1.3% | -8.6% | +7.3% | +0.4% |
| 3M | -0.1% | -7.5% | +7.4% | +0.9% |
| 6M | +17.4% | -14.1% | +31.5% | +20.2% |
| YTD | +62.9% | -9.4% | +72.3% | +64.8% |
| 1Y | +95.7% | -4.1% | +99.8% | +95.1% |
| 3Y | +150.2% | +10.3% | +139.9% | +139.3% |
| 5Y | +83.1% | -19.7% | +102.8% | +86.6% |
| 10Y | +1,020.9% | -7.0% | +1,027.9% | +961.4% |
| All | +1,071.7% | +82.3% | +989.4% | +884.5% |
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