+1,113.9%
KMB vs TSEM
-31.2%
+1,145.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.8% | -6.7% | -1.9% |
| 7D | +0.5% | -17.5% | +18.0% | +0.8% |
| 30D | +12.4% | -44.7% | +57.1% | +13.5% |
| 3M | +1.0% | -38.9% | +39.9% | +1.7% |
| 6M | +12.1% | -36.7% | +48.8% | +12.4% |
| YTD | +11.6% | +17.0% | -5.3% | +10.0% |
| 1Y | +13.1% | +62.8% | -49.7% | +10.5% |
| 3Y | +1.6% | +471.3% | -469.7% | -4.2% |
| 5Y | -0.3% | +290.3% | -290.6% | -5.4% |
| 10Y | +37.9% | +790.1% | -752.2% | +27.1% |
| All | +1,113.9% | -31.2% | +1,145.2% | +941.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling