+62.9%
KO vs TSEM
+633.2%
-570.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.2% | +0.1% |
| 7D | -1.1% | +0.9% | -2.0% | -1.0% |
| 30D | +1.6% | -16.6% | +18.2% | +0.8% |
| 3M | +5.8% | -10.9% | +16.7% | +5.6% |
| 6M | +14.3% | +78.0% | -63.7% | +16.1% |
| YTD | +27.3% | +77.2% | -49.9% | +29.5% |
| 1Y | +33.2% | +207.6% | -174.4% | +37.4% |
| All | +62.9% | +633.2% | -570.2% | +58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling