+17.0%
KDP vs TSEM
+273.4%
-256.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.8% | -5.6% | -0.6% |
| 7D | +2.2% | -17.5% | +19.7% | +1.8% |
| 30D | +19.9% | -44.7% | +64.6% | +18.8% |
| 3M | +21.5% | -38.9% | +60.4% | +20.5% |
| 6M | +30.1% | -36.7% | +66.8% | +28.9% |
| YTD | +34.9% | +17.0% | +18.0% | +32.6% |
| 1Y | +43.4% | +62.8% | -19.4% | +40.1% |
| 3Y | +29.1% | +471.3% | -442.2% | +20.0% |
| All | +17.0% | +273.4% | -256.4% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling