+299.0%
TSEM vs KMX
-64.6%
+363.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.2% | -8.2% | -7.2% |
| 7D | +7.0% | +3.4% | +3.6% | +6.3% |
| 30D | -29.8% | +6.8% | -36.6% | -30.9% |
| 3M | -41.9% | -11.4% | -30.6% | -40.8% |
| 6M | -45.8% | +43.6% | -89.3% | -49.4% |
| YTD | +25.1% | +37.7% | -12.6% | +15.9% |
| 1Y | +48.2% | +53.0% | -4.7% | +34.5% |
| 3Y | +476.5% | -16.3% | +492.8% | +479.1% |
| All | +299.0% | -64.6% | +363.6% | +409.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling