+5.1%
KDP vs TSEM
+657.2%
-652.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | -0.1% |
| 7D | +2.1% | +10.4% | -8.4% | +2.2% |
| 30D | +8.5% | -12.9% | +21.4% | +8.2% |
| 3M | +6.6% | -9.2% | +15.8% | +6.6% |
| 6M | +17.1% | +98.8% | -81.7% | +16.1% |
| YTD | +19.0% | +87.2% | -68.2% | +17.9% |
| 1Y | +21.8% | +239.0% | -217.2% | +19.5% |
| 3Y | +6.4% | +679.5% | -673.1% | +0.3% |
| 5Y | +5.1% | +667.3% | -662.1% | -0.2% |
| All | +5.1% | +657.2% | -652.1% | -0.2% |
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