+19.6%
KWEB vs TSEM
+4,534.1%
-4,514.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.6% | -0.5% |
| 7D | -4.3% | +0.9% | -5.2% | -4.5% |
| 30D | -13.0% | -16.6% | +3.6% | -9.7% |
| 3M | -7.6% | -10.9% | +3.3% | -8.1% |
| 6M | -21.1% | +78.0% | -99.2% | -35.8% |
| YTD | -28.2% | +77.2% | -105.4% | -42.1% |
| 1Y | -34.9% | +207.6% | -242.4% | -55.1% |
| 3Y | -0.8% | +637.8% | -638.6% | -48.4% |
| 5Y | -43.6% | +617.0% | -660.5% | -71.0% |
| 10Y | -21.7% | +1,270.7% | -1,292.4% | -66.6% |
| All | +19.6% | +4,534.1% | -4,514.5% | -54.9% |
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