-0.6%
KMB vs TSEM
+273.4%
-274.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.8% | -6.7% | -1.6% |
| 7D | +0.5% | -17.5% | +18.0% | -0.3% |
| 30D | +12.4% | -44.7% | +57.1% | +10.1% |
| 3M | +1.0% | -38.9% | +39.9% | -0.5% |
| 6M | +12.1% | -36.7% | +48.8% | +10.6% |
| YTD | +11.6% | +17.0% | -5.3% | +10.9% |
| 1Y | +13.1% | +62.8% | -49.7% | +13.0% |
| 3Y | +1.6% | +471.3% | -469.7% | +2.3% |
| All | -0.6% | +273.4% | -274.0% | +0.4% |
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 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