+121.9%
KRE vs TSN
-4.9%
+126.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.3% |
| 7D | -1.8% | +3.0% | -4.9% | -3.1% |
| 30D | -4.5% | -4.2% | -0.3% | -3.0% |
| 3M | +2.7% | -3.9% | +6.6% | +3.9% |
| 6M | +16.9% | -9.8% | +26.7% | +20.5% |
| YTD | +15.4% | -7.3% | +22.6% | +17.1% |
| 1Y | +16.1% | -2.2% | +18.3% | +14.7% |
| 3Y | +85.7% | +11.9% | +73.8% | +69.3% |
| 5Y | +33.3% | -16.9% | +50.2% | +36.7% |
| All | +121.9% | -4.9% | +126.9% | +101.6% |
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