+19.6%
KWEB vs TSN
+151.5%
-131.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.7% |
| 7D | -4.3% | +1.4% | -5.7% | -4.6% |
| 30D | -13.0% | -6.2% | -6.8% | -11.9% |
| 3M | -7.6% | -5.7% | -1.9% | -6.7% |
| 6M | -21.1% | -11.4% | -9.8% | -19.5% |
| YTD | -28.2% | -8.2% | -20.0% | -27.4% |
| 1Y | -34.9% | -2.0% | -32.9% | -35.1% |
| 3Y | -0.8% | +11.9% | -12.6% | -4.7% |
| 5Y | -43.6% | -17.8% | -25.8% | -42.7% |
| 10Y | -21.7% | -5.7% | -16.0% | -25.9% |
| All | +19.6% | +151.5% | -131.9% | -4.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling