+177.9%
KO vs TSEM
+1,289.9%
-1,112.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.2% | +0.5% |
| 7D | -1.1% | +0.9% | -2.0% | -1.2% |
| 30D | +1.6% | -16.6% | +18.2% | +2.1% |
| 3M | +5.8% | -10.9% | +16.7% | +5.5% |
| 6M | +14.3% | +78.0% | -63.7% | +8.4% |
| YTD | +27.3% | +77.2% | -49.9% | +20.4% |
| 1Y | +33.2% | +207.6% | -174.4% | +20.6% |
| 3Y | +64.5% | +637.8% | -573.4% | +34.8% |
| 5Y | +83.1% | +617.0% | -533.9% | +47.7% |
| All | +177.9% | +1,289.9% | -1,112.0% | +86.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling