+587.2%
KGC vs TSN
+14.5%
+572.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +0.4% |
| 7D | -6.7% | -1.4% | -5.2% | -6.4% |
| 30D | -6.7% | +8.5% | -15.1% | -7.9% |
| 3M | -22.6% | +5.3% | -27.9% | -23.3% |
| 6M | -33.4% | -10.5% | -22.9% | -32.4% |
| YTD | -26.0% | +3.0% | -28.9% | -26.6% |
| 1Y | -18.3% | +12.1% | -30.4% | -20.0% |
| 3Y | +315.8% | +43.1% | +272.7% | +287.2% |
| 5Y | +225.7% | -15.1% | +240.8% | +227.9% |
| All | +587.2% | +14.5% | +572.7% | +552.1% |
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