-33.9%
KWEB vs TSEM
+79.9%
-113.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -8.7% | +13.2% | +5.1% |
| 7D | +5.8% | -23.1% | +28.9% | +7.8% |
| 30D | -1.0% | -40.4% | +39.4% | +3.0% |
| 3M | -15.8% | -37.9% | +22.1% | -13.1% |
| 6M | -14.9% | -30.8% | +15.9% | -14.8% |
| YTD | -28.6% | +26.7% | -55.3% | -33.4% |
| 1Y | -33.9% | +80.5% | -114.4% | -42.0% |
| All | -33.9% | +79.9% | -113.8% | -42.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling