+14.7%
KMB vs TSEM
+1,283.8%
-1,269.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -4.1% |
| 7D | -8.6% | +4.7% | -13.3% | -8.7% |
| 30D | -7.5% | -14.2% | +6.7% | -7.4% |
| 3M | -0.6% | -5.0% | +4.4% | -1.0% |
| 6M | -1.5% | +87.6% | -89.1% | -4.4% |
| YTD | +1.6% | +84.4% | -82.8% | -1.5% |
| 1Y | -20.8% | +235.4% | -256.2% | -25.1% |
| 3Y | -12.4% | +668.0% | -680.4% | -21.2% |
| 5Y | -12.9% | +644.7% | -657.7% | -22.6% |
| 10Y | +14.7% | +1,326.7% | -1,312.0% | -8.7% |
| All | +14.7% | +1,283.8% | -1,269.1% | -8.7% |
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