+1,140.0%
KMB vs TSEM
-26.1%
+1,166.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.0% | -1.0% |
| 7D | +6.0% | -9.5% | +15.5% | +6.2% |
| 30D | +13.5% | -35.5% | +49.0% | +14.3% |
| 3M | +3.8% | -41.6% | +45.3% | +4.6% |
| 6M | +15.6% | -30.1% | +45.6% | +15.6% |
| YTD | +14.0% | +25.7% | -11.7% | +12.2% |
| 1Y | +12.9% | +50.5% | -37.5% | +10.7% |
| 3Y | +3.7% | +501.7% | -498.0% | -2.3% |
| 5Y | -0.1% | +310.9% | -311.0% | -5.2% |
| 10Y | +41.1% | +849.8% | -808.7% | +29.9% |
| All | +1,140.0% | -26.1% | +1,166.1% | +962.6% |
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