+169.5%
KDP vs TEVA
-22.9%
+192.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.3% | -0.4% |
| 7D | -3.7% | +2.0% | -5.7% | -3.8% |
| 30D | +6.2% | +1.0% | +5.2% | +6.1% |
| 3M | +1.2% | +7.3% | -6.1% | +0.5% |
| 6M | +15.3% | +21.7% | -6.4% | +13.2% |
| YTD | +14.8% | +18.8% | -4.0% | +12.8% |
| 1Y | +17.6% | +86.5% | -68.9% | +11.2% |
| 3Y | +2.1% | +269.4% | -267.3% | -10.2% |
| 5Y | +2.7% | +303.6% | -300.9% | -11.7% |
| All | +169.5% | -22.9% | +192.4% | +134.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling