+1,454.0%
KO vs TSEM
+8.4%
+1,445.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.9% |
| 7D | -0.8% | +4.7% | -5.5% | -0.9% |
| 30D | +0.8% | -14.2% | +15.0% | +1.1% |
| 3M | +8.3% | -5.0% | +13.4% | +8.1% |
| 6M | +14.0% | +87.6% | -73.5% | +11.2% |
| YTD | +26.9% | +84.4% | -57.5% | +23.7% |
| 1Y | +32.7% | +235.4% | -202.7% | +26.9% |
| 3Y | +63.9% | +668.0% | -604.0% | +52.0% |
| 5Y | +81.7% | +644.7% | -563.0% | +68.0% |
| 10Y | +183.0% | +1,326.7% | -1,143.7% | +154.9% |
| All | +1,454.0% | +8.4% | +1,445.6% | +1,206.7% |
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