-22.5%
KWEB vs TSN
-4.9%
-17.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.4% |
| 7D | -5.6% | +3.0% | -8.6% | -6.2% |
| 30D | -10.7% | -4.2% | -6.5% | -9.9% |
| 3M | -7.4% | -3.9% | -3.5% | -6.8% |
| 6M | -19.3% | -9.8% | -9.5% | -17.9% |
| YTD | -27.8% | -7.3% | -20.5% | -27.0% |
| 1Y | -35.9% | -2.2% | -33.7% | -36.2% |
| 3Y | -1.9% | +11.9% | -13.8% | -6.1% |
| 5Y | -43.2% | -16.9% | -26.2% | -42.4% |
| All | -22.5% | -4.9% | -17.6% | -26.7% |
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