+31.7%
KRE vs TSEM
+617.3%
-585.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.5% | -0.1% |
| 7D | -1.8% | -4.9% | +3.0% | -1.2% |
| 30D | -4.5% | -18.7% | +14.2% | -2.0% |
| 3M | +2.7% | -18.1% | +20.9% | +3.8% |
| 6M | +16.9% | +77.1% | -60.2% | 0.0% |
| YTD | +15.4% | +80.1% | -64.8% | -2.6% |
| 1Y | +16.1% | +220.4% | -204.3% | -14.6% |
| 3Y | +85.7% | +650.1% | -564.3% | +9.1% |
| All | +31.7% | +617.3% | -585.6% | -20.7% |
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 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