-21.0%
TSEM vs KIM
+1,441.0%
-1,462.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | +20.5% | -0.7% | +21.2% | +20.7% |
| 30D | -29.0% | +13.4% | -42.4% | -31.3% |
| 3M | -39.4% | +6.5% | -45.9% | -40.5% |
| 6M | -28.5% | +10.6% | -39.1% | -30.9% |
| YTD | +34.4% | +29.9% | +4.5% | +24.6% |
| 1Y | +48.3% | +29.6% | +18.8% | +37.5% |
| 3Y | +543.5% | +64.1% | +479.5% | +460.6% |
| 5Y | +331.4% | +35.3% | +296.1% | +288.8% |
| 10Y | +881.1% | +63.1% | +818.0% | +684.7% |
| All | -21.0% | +1,441.0% | -1,462.0% | -71.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling