+11.3%
TSEM vs KIM
+1,328.4%
-1,317.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.2% | +8.0% | +7.9% |
| 7D | +6.9% | +0.4% | +6.5% | +6.8% |
| 30D | +5.3% | -4.0% | +9.3% | +6.3% |
| 3M | -14.9% | +0.5% | -15.5% | -15.5% |
| 6M | +80.0% | +3.6% | +76.4% | +77.5% |
| YTD | +89.4% | +20.4% | +68.9% | +79.4% |
| 1Y | +253.1% | +9.7% | +243.4% | +241.9% |
| 3Y | +642.1% | +46.0% | +596.1% | +566.4% |
| 5Y | +659.1% | +34.4% | +624.7% | +586.7% |
| 10Y | +1,291.4% | +29.3% | +1,262.1% | +1,080.3% |
| All | +11.3% | +1,328.4% | -1,317.1% | -58.4% |
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