+133.4%
KR vs TSEM
+1,313.0%
-1,179.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +1.0% | +2.7% |
| 7D | -0.2% | -4.9% | +4.7% | -0.2% |
| 30D | +5.1% | -18.7% | +23.8% | +5.0% |
| 3M | -8.2% | -18.1% | +10.0% | -8.2% |
| 6M | -18.0% | +77.1% | -95.1% | -19.4% |
| YTD | -4.8% | +80.1% | -84.9% | -6.5% |
| 1Y | -11.0% | +220.4% | -231.4% | -14.1% |
| 3Y | +37.7% | +650.1% | -612.4% | +26.8% |
| 5Y | +52.8% | +628.9% | -576.1% | +39.7% |
| All | +133.4% | +1,313.0% | -1,179.6% | +92.8% |
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 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