+338.7%
TSEM vs KRMN
+17.6%
+321.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +0.8% |
| 7D | -4.9% | -11.8% | +6.9% | -1.1% |
| 30D | -18.7% | -43.0% | +24.3% | -2.6% |
| 3M | -18.1% | -28.8% | +10.7% | -9.9% |
| 6M | +77.1% | -66.3% | +143.4% | +143.9% |
| YTD | +80.1% | -51.8% | +131.9% | +120.8% |
| 1Y | +220.4% | -44.7% | +265.1% | +271.6% |
| All | +338.7% | +17.6% | +321.1% | +270.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling