+1,282.5%
TSEM vs KNX
+166.7%
+1,115.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.1% |
| 7D | -4.9% | -5.6% | +0.7% | -3.1% |
| 30D | -18.7% | -4.4% | -14.3% | -17.5% |
| 3M | -18.1% | -17.3% | -0.8% | -13.2% |
| 6M | +77.1% | +22.6% | +54.5% | +65.6% |
| YTD | +80.1% | +31.1% | +49.0% | +64.2% |
| 1Y | +220.4% | +60.2% | +160.2% | +172.2% |
| 3Y | +650.1% | +35.8% | +614.3% | +556.9% |
| 5Y | +628.9% | +38.9% | +590.0% | +517.9% |
| All | +1,282.5% | +166.7% | +1,115.7% | +849.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling