+43.5%
KDP vs TEVA
+106.6%
-63.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.1% | +6.0% | +5.9% |
| 7D | +5.3% | +4.7% | +0.6% | +5.1% |
| 30D | +19.1% | +5.5% | +13.6% | +18.8% |
| 3M | +19.2% | +21.6% | -2.4% | +17.7% |
| 6M | +29.3% | +18.4% | +10.9% | +27.7% |
| YTD | +35.5% | +34.1% | +1.4% | +32.1% |
| 1Y | +43.5% | +104.5% | -61.1% | +34.3% |
| All | +43.5% | +106.6% | -63.1% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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