+2,646.8%
KR vs TSEM
+8.4%
+2,638.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.1% | -1.3% |
| 7D | -3.1% | +4.7% | -7.8% | -3.2% |
| 30D | +0.6% | -14.2% | +14.9% | +1.0% |
| 3M | -9.8% | -5.0% | -4.7% | -10.0% |
| 6M | -22.1% | +87.6% | -109.7% | -24.1% |
| YTD | -8.1% | +84.4% | -92.6% | -10.5% |
| 1Y | -14.7% | +235.4% | -250.1% | -18.5% |
| 3Y | +28.6% | +668.0% | -639.4% | +18.7% |
| 5Y | +36.4% | +644.7% | -608.4% | +25.5% |
| 10Y | +120.8% | +1,326.7% | -1,205.9% | +96.7% |
| All | +2,646.8% | +8.4% | +2,638.4% | +2,199.8% |
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 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