+1,326.7%
TSEM vs KIM
+29.7%
+1,297.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.3% |
| 7D | +4.7% | -1.0% | +5.7% | +5.0% |
| 30D | -14.2% | -1.1% | -13.2% | -14.0% |
| 3M | -5.0% | -5.3% | +0.3% | -4.1% |
| 6M | +87.6% | +3.9% | +83.6% | +84.6% |
| YTD | +84.4% | +20.3% | +64.2% | +74.2% |
| 1Y | +235.4% | +10.4% | +225.0% | +223.5% |
| 3Y | +668.0% | +46.3% | +621.7% | +585.2% |
| 5Y | +644.7% | +37.6% | +607.2% | +567.0% |
| 10Y | +1,326.7% | +34.5% | +1,292.2% | +1,044.2% |
| All | +1,326.7% | +29.7% | +1,297.0% | +1,044.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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