+253.1%
TSEM vs KRMN
-25.5%
+278.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.3% | +9.2% | +8.3% |
| 7D | +6.9% | -12.3% | +19.2% | +11.3% |
| 30D | +5.3% | -27.5% | +32.8% | +16.9% |
| 3M | -14.9% | -26.5% | +11.6% | -7.0% |
| 6M | +80.0% | -59.6% | +139.6% | +132.0% |
| YTD | +89.4% | -45.4% | +134.7% | +129.9% |
| 1Y | +253.1% | -25.1% | +278.2% | +324.1% |
| All | +253.1% | -25.5% | +278.6% | +324.1% |
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