+13,957.4%
TSM vs KR
+941.2%
+13,016.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.4% | +4.7% | +2.8% |
| 7D | +6.0% | -1.3% | +7.3% | +6.3% |
| 30D | +4.5% | +1.5% | +3.0% | +4.2% |
| 3M | +3.1% | -8.5% | +11.6% | +4.1% |
| 6M | +30.2% | -21.9% | +52.1% | +34.8% |
| YTD | +45.2% | -6.9% | +52.1% | +45.0% |
| 1Y | +79.6% | -14.0% | +93.5% | +81.5% |
| 3Y | +411.0% | +30.3% | +380.7% | +363.5% |
| 5Y | +290.7% | +37.7% | +253.0% | +242.4% |
| 10Y | +1,753.6% | +125.2% | +1,628.4% | +1,252.3% |
| All | +13,957.4% | +941.2% | +13,016.3% | +5,035.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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