+80.5%
TSEM vs KEYS
+55.9%
+24.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -6.3% | -2.4% | -2.3% |
| 7D | -23.1% | -14.8% | -8.3% | -9.0% |
| 30D | -40.4% | -25.6% | -14.8% | -19.2% |
| 3M | -37.9% | -16.2% | -21.6% | -24.2% |
| 6M | -30.8% | -18.6% | -12.2% | -12.3% |
| YTD | +26.7% | +40.7% | -14.0% | +13.7% |
| 1Y | +80.5% | +59.6% | +20.9% | +48.6% |
| All | +80.5% | +55.9% | +24.6% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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