+668.0%
TSEM vs KMX
-26.3%
+694.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | +4.7% | -1.9% | +6.6% | +5.1% |
| 30D | -14.2% | +2.6% | -16.8% | -14.8% |
| 3M | -5.0% | +25.6% | -30.6% | -9.5% |
| 6M | +87.6% | +41.9% | +45.7% | +73.0% |
| YTD | +84.4% | +56.0% | +28.4% | +65.2% |
| 1Y | +235.4% | -1.8% | +237.2% | +228.2% |
| All | +668.0% | -26.3% | +694.3% | +653.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 3y: compounded portfolio wealth divided by compounded KMX 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…
3y analysis · Full analysis span regression · 6 months rolling