+43.2%
KO vs TSEM
+79.9%
-36.6%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -8.7% | +9.8% | +0.4% |
| 7D | +4.4% | -23.1% | +27.5% | +2.7% |
| 30D | +10.7% | -40.4% | +51.1% | +7.4% |
| 3M | +11.3% | -37.9% | +49.2% | +8.6% |
| 6M | +24.0% | -30.8% | +54.9% | +21.7% |
| YTD | +39.7% | +26.7% | +13.0% | +38.7% |
| 1Y | +43.2% | +80.5% | -37.2% | +42.6% |
| All | +43.2% | +79.9% | -36.6% | +42.6% |
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 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