+349.2%
TSEM vs KRMN
+17.4%
+331.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -11.3% | +9.8% | +2.2% |
| 7D | +4.7% | -12.9% | +17.6% | +9.2% |
| 30D | -14.2% | -43.3% | +29.1% | +2.9% |
| 3M | -5.0% | -27.2% | +22.1% | +3.6% |
| 6M | +87.6% | -66.8% | +154.4% | +159.2% |
| YTD | +84.4% | -51.9% | +136.3% | +126.1% |
| 1Y | +235.4% | -43.7% | +279.1% | +286.6% |
| All | +349.2% | +17.4% | +331.8% | +279.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling