+83.8%
KRE vs TSN
+14.5%
+69.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.6% |
| 7D | +0.7% | -1.4% | +2.2% | +1.4% |
| 30D | +6.1% | +8.5% | -2.4% | +2.4% |
| 3M | -5.9% | +5.3% | -11.2% | -8.3% |
| 6M | +9.6% | -10.5% | +20.1% | +14.1% |
| YTD | +14.2% | +3.0% | +11.2% | +10.7% |
| 1Y | +22.5% | +12.1% | +10.4% | +14.0% |
| 3Y | +90.4% | +43.1% | +47.3% | +54.6% |
| 5Y | +11.9% | -15.1% | +27.0% | +14.0% |
| All | +83.8% | +14.5% | +69.3% | +59.0% |
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