+696.7%
KKR vs TSEM
+1,313.0%
-616.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.4% | -0.2% |
| 7D | -6.2% | -4.9% | -1.3% | -4.9% |
| 30D | -8.9% | -18.7% | +9.9% | -4.0% |
| 3M | +6.3% | -18.1% | +24.4% | +8.4% |
| 6M | +16.5% | +77.1% | -60.6% | -11.7% |
| YTD | -20.3% | +80.1% | -100.4% | -41.0% |
| 1Y | -29.8% | +220.4% | -250.2% | -58.4% |
| 3Y | +63.2% | +650.1% | -586.9% | -31.2% |
| 5Y | +68.0% | +628.9% | -560.9% | -30.9% |
| All | +696.7% | +1,313.0% | -616.2% | +128.6% |
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