+46.7%
TSEM vs KMX
+450.6%
-403.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | -0.5% |
| 7D | +10.4% | -0.7% | +11.1% | +10.6% |
| 30D | -12.9% | +4.1% | -17.0% | -13.5% |
| 3M | -9.2% | +27.5% | -36.7% | -12.6% |
| 6M | +98.8% | +43.6% | +55.2% | +86.6% |
| YTD | +87.2% | +56.8% | +30.5% | +72.6% |
| 1Y | +239.0% | -1.3% | +240.3% | +232.3% |
| 3Y | +679.5% | -25.4% | +704.9% | +687.7% |
| 5Y | +667.3% | -53.9% | +721.2% | +711.7% |
| 10Y | +1,301.0% | +0.7% | +1,300.4% | +1,200.6% |
| All | +46.7% | +450.6% | -403.9% | +35.5% |
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 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