+298.7%
KGC vs TSN
-13.6%
+312.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.4% | +2.7% |
| 7D | +11.1% | +4.9% | +6.3% | +10.1% |
| 30D | -3.7% | +12.1% | -15.8% | -6.0% |
| 3M | -17.2% | +4.1% | -21.3% | -18.0% |
| 6M | -27.3% | -10.9% | -16.4% | -25.5% |
| YTD | -18.5% | +4.8% | -23.3% | -19.8% |
| 1Y | -5.7% | +17.6% | -23.4% | -9.4% |
| 3Y | +336.5% | +43.2% | +293.2% | +287.7% |
| 5Y | +298.7% | -13.9% | +312.6% | +310.2% |
| All | +298.7% | -13.6% | +312.3% | +310.2% |
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 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