+4.2%
TSEM vs KNX
+4,665.9%
-4,661.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.3% | -4.3% | -4.0% |
| 7D | +0.9% | -0.5% | +1.4% | +1.1% |
| 30D | -16.6% | +1.0% | -17.7% | -16.7% |
| 3M | -10.9% | -12.6% | +1.7% | -8.3% |
| 6M | +78.0% | +21.1% | +56.9% | +70.7% |
| YTD | +77.2% | +33.2% | +44.0% | +66.2% |
| 1Y | +207.6% | +67.8% | +139.8% | +173.6% |
| 3Y | +637.8% | +37.3% | +600.5% | +577.2% |
| 5Y | +617.0% | +41.1% | +575.9% | +545.0% |
| 10Y | +1,270.7% | +170.6% | +1,100.1% | +958.0% |
| All | +4.2% | +4,665.9% | -4,661.7% | -52.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling