-1.9%
KWEB vs TSEM
+645.3%
-647.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.4% |
| 7D | -5.6% | -4.9% | -0.7% | -4.9% |
| 30D | -10.7% | -18.7% | +8.1% | -8.3% |
| 3M | -7.4% | -18.1% | +10.7% | -6.3% |
| 6M | -19.3% | +77.1% | -96.4% | -29.9% |
| YTD | -27.8% | +80.1% | -107.9% | -37.9% |
| 1Y | -35.9% | +220.4% | -256.3% | -51.6% |
| 3Y | -1.9% | +650.1% | -652.0% | -46.8% |
| All | -1.9% | +645.3% | -647.2% | -46.8% |
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