+80.5%
TSEM vs KNX
+45.0%
+35.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.7% | -8.0% | -8.5% |
| 7D | -23.1% | +2.5% | -25.6% | -23.7% |
| 30D | -40.4% | -4.4% | -36.0% | -39.6% |
| 3M | -37.9% | -12.7% | -25.2% | -35.1% |
| 6M | -30.8% | +0.9% | -31.7% | -30.3% |
| YTD | +26.7% | +20.3% | +6.4% | +23.3% |
| 1Y | +80.5% | +40.9% | +39.5% | +69.9% |
| All | +80.5% | +45.0% | +35.5% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 1y: compounded portfolio wealth divided by compounded KNX 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…
1y analysis · Full analysis span regression · 6 months rolling