+52.0%
KR vs TSEM
+617.3%
-565.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +1.0% | +2.8% |
| 7D | -0.2% | -4.9% | +4.7% | -0.4% |
| 30D | +5.1% | -18.7% | +23.8% | +4.1% |
| 3M | -8.2% | -18.1% | +10.0% | -8.5% |
| 6M | -18.0% | +77.1% | -95.1% | -16.3% |
| YTD | -4.8% | +80.1% | -84.9% | -2.6% |
| 1Y | -11.0% | +220.4% | -231.4% | -7.6% |
| 3Y | +37.7% | +650.1% | -612.4% | +42.4% |
| All | +52.0% | +617.3% | -565.2% | +63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling