+80.5%
TSEM vs KRMN
-59.3%
+139.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -13.5% | +4.8% | -4.6% |
| 7D | -23.1% | -10.0% | -13.1% | -20.5% |
| 30D | -40.4% | +3.5% | -43.9% | -41.1% |
| 3M | -37.9% | -36.7% | -1.2% | -28.1% |
| 6M | -30.8% | -47.7% | +16.9% | -16.0% |
| YTD | +26.7% | -53.3% | +80.0% | +62.3% |
| 1Y | +80.5% | -59.7% | +140.1% | +149.9% |
| All | +80.5% | -59.3% | +139.8% | +149.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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