-22.5%
KWEB vs TSEM
+1,313.0%
-1,335.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.2% |
| 7D | -5.6% | -4.9% | -0.7% | -4.4% |
| 30D | -10.7% | -18.7% | +8.1% | -6.2% |
| 3M | -7.4% | -18.1% | +10.7% | -5.7% |
| 6M | -19.3% | +77.1% | -96.4% | -36.5% |
| YTD | -27.8% | +80.1% | -107.9% | -44.3% |
| 1Y | -35.9% | +220.4% | -256.3% | -59.4% |
| 3Y | -1.9% | +650.1% | -652.0% | -56.3% |
| 5Y | -43.2% | +628.9% | -672.1% | -75.3% |
| All | -22.5% | +1,313.0% | -1,335.5% | -76.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling