+667.3%
TSEM vs KIM
+37.7%
+629.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.3% |
| 7D | +10.4% | -0.3% | +10.8% | +10.5% |
| 30D | -12.9% | -1.7% | -11.2% | -12.5% |
| 3M | -9.2% | -0.8% | -8.4% | -9.6% |
| 6M | +98.8% | +4.4% | +94.4% | +94.3% |
| YTD | +87.2% | +21.2% | +66.0% | +73.5% |
| 1Y | +239.0% | +10.5% | +228.4% | +224.0% |
| 3Y | +679.5% | +47.5% | +632.0% | +573.3% |
| 5Y | +667.3% | +37.1% | +630.2% | +569.1% |
| All | +667.3% | +37.7% | +629.5% | +569.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling