+17.6%
KDP vs TEVA
+89.1%
-71.5%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +12.7% |
| 1Y | +17.6% | +86.5% | -68.9% | +10.3% |
| All | +17.6% | +89.1% | -71.5% | +10.3% |
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