+84.6%
KRE vs TSEM
+663.1%
-578.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.0% |
| 7D | -1.1% | +4.7% | -5.8% | -1.7% |
| 30D | -3.4% | -14.2% | +10.9% | -1.7% |
| 3M | +3.7% | -5.0% | +8.8% | +2.3% |
| 6M | +14.8% | +87.6% | -72.8% | -3.1% |
| YTD | +14.7% | +84.4% | -69.8% | -4.0% |
| 1Y | +16.0% | +235.4% | -219.4% | -17.6% |
| All | +84.6% | +663.1% | -578.5% | -6.7% |
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 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