+152.5%
KRE vs TSEM
+877.0%
-724.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.1% | -1.1% |
| 7D | +2.3% | +10.4% | -8.1% | +0.9% |
| 30D | -2.5% | -12.9% | +10.4% | -0.8% |
| 3M | +6.2% | -9.2% | +15.4% | +5.7% |
| 6M | +15.8% | +98.8% | -83.0% | +1.3% |
| YTD | +16.0% | +87.2% | -71.2% | +1.7% |
| 1Y | +16.2% | +239.0% | -222.8% | -7.2% |
| 3Y | +86.4% | +679.5% | -593.1% | +29.8% |
| 5Y | +33.0% | +667.3% | -634.3% | -8.4% |
| 10Y | +123.0% | +1,301.0% | -1,178.0% | +39.5% |
| All | +152.5% | +877.0% | -724.5% | +41.0% |
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