-2.0%
TSEM vs KMX
+383.8%
-385.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.2% | -8.2% | -7.1% |
| 7D | +7.0% | +3.4% | +3.6% | +6.4% |
| 30D | -29.8% | +6.8% | -36.6% | -30.7% |
| 3M | -41.9% | -11.4% | -30.6% | -41.0% |
| 6M | -45.8% | +43.6% | -89.3% | -48.9% |
| YTD | +25.1% | +37.7% | -12.6% | +17.4% |
| 1Y | +48.2% | +53.0% | -4.7% | +36.8% |
| 3Y | +476.5% | -16.3% | +492.8% | +473.1% |
| 5Y | +301.4% | -64.2% | +365.7% | +341.1% |
| 10Y | +812.9% | -2.8% | +815.8% | +753.2% |
| All | -2.0% | +383.8% | -385.8% | -7.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling