+12.9%
KMB vs TSEM
+69.7%
-56.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.0% | -1.3% |
| 7D | +6.0% | -9.5% | +15.5% | +5.4% |
| 30D | +13.5% | -35.5% | +49.0% | +10.8% |
| 3M | +3.8% | -41.6% | +45.3% | +0.9% |
| 6M | +15.6% | -30.1% | +45.6% | +12.6% |
| YTD | +14.0% | +25.7% | -11.7% | +11.0% |
| 1Y | +12.9% | +50.5% | -37.5% | +9.4% |
| All | +12.9% | +69.7% | -56.7% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling