-18.3%
KGC vs TSN
+12.4%
-30.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +0.4% |
| 7D | -6.7% | -1.4% | -5.2% | -6.3% |
| 30D | -6.7% | +8.5% | -15.1% | -8.4% |
| 3M | -22.6% | +5.3% | -27.9% | -23.6% |
| 6M | -33.4% | -10.5% | -22.9% | -29.3% |
| YTD | -26.0% | +3.0% | -28.9% | -29.9% |
| 1Y | -18.3% | +12.1% | -30.4% | -29.1% |
| All | -18.3% | +12.4% | -30.7% | -29.1% |
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 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