-8.0%
KMB vs TSEM
+657.0%
-665.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.8% | -9.5% | -1.3% |
| 7D | -3.0% | +6.9% | -9.9% | -2.8% |
| 30D | -5.5% | +5.3% | -10.8% | -5.2% |
| 3M | +14.0% | -14.9% | +28.9% | +13.9% |
| 6M | +4.1% | +80.0% | -75.9% | +5.1% |
| YTD | +8.0% | +89.4% | -81.3% | +9.2% |
| 1Y | -13.7% | +253.1% | -266.8% | -12.0% |
| 3Y | -5.9% | +642.1% | -648.1% | -3.5% |
| All | -8.0% | +657.0% | -665.1% | -4.1% |
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 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