+179.8%
KDP vs TSEM
+1,283.8%
-1,104.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | 0.0% | -1.4% |
| 7D | -1.6% | +4.7% | -6.3% | -1.7% |
| 30D | +9.5% | -14.2% | +23.7% | +9.9% |
| 3M | +2.6% | -5.0% | +7.7% | +2.2% |
| 6M | +15.6% | +87.6% | -71.9% | +10.3% |
| YTD | +17.3% | +84.4% | -67.1% | +11.6% |
| 1Y | +20.1% | +235.4% | -215.3% | +9.8% |
| 3Y | +4.9% | +668.0% | -663.1% | -11.6% |
| 5Y | +5.0% | +644.7% | -639.7% | -12.7% |
| 10Y | +179.8% | +1,326.7% | -1,146.9% | +102.4% |
| All | +179.8% | +1,283.8% | -1,104.1% | +102.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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