+30.9%
KRE vs TSN
-20.2%
+51.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -0.8% |
| 7D | -1.1% | -7.3% | +6.2% | +1.5% |
| 30D | -3.4% | -8.6% | +5.2% | -0.4% |
| 3M | +3.7% | -7.5% | +11.2% | +6.2% |
| 6M | +14.8% | -14.1% | +28.9% | +20.1% |
| YTD | +14.7% | -9.4% | +24.1% | +16.9% |
| 1Y | +16.0% | -4.1% | +20.1% | +15.0% |
| 3Y | +84.3% | +10.3% | +73.9% | +66.4% |
| 5Y | +30.9% | -19.7% | +50.6% | +31.0% |
| All | +30.9% | -20.2% | +51.1% | +31.0% |
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 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