+35.5%
KMB vs TSEM
+873.2%
-837.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.5% |
| 7D | -3.0% | +20.5% | -23.5% | -3.0% |
| 30D | +9.1% | -29.0% | +38.0% | +9.2% |
| 3M | -0.4% | -39.4% | +38.9% | -0.1% |
| 6M | +13.0% | -28.5% | +41.5% | +12.4% |
| YTD | +10.3% | +34.4% | -24.1% | +7.2% |
| 1Y | +8.2% | +48.3% | -40.1% | +4.6% |
| 3Y | +0.4% | +543.5% | -543.2% | -10.2% |
| 5Y | -2.7% | +331.4% | -334.1% | -11.5% |
| All | +35.5% | +873.2% | -837.8% | +12.1% |
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