+1,008.6%
TSEM vs KEEL
+294.5%
+714.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.8% | -2.1% | +1.3% |
| 7D | -4.9% | +2.9% | -7.7% | -5.1% |
| 30D | -18.7% | +0.8% | -19.6% | -18.9% |
| 3M | -18.1% | -35.3% | +17.2% | -15.4% |
| 6M | +77.1% | +59.4% | +17.7% | +70.9% |
| YTD | +80.1% | +51.9% | +28.2% | +73.6% |
| 1Y | +220.4% | +75.0% | +145.4% | +202.1% |
| 3Y | +650.1% | +224.5% | +425.5% | +557.7% |
| 5Y | +628.9% | -35.9% | +664.8% | +558.5% |
| All | +1,008.6% | +294.5% | +714.1% | +807.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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