+1,116.0%
KDP vs TEVA
-1.3%
+1,117.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.2% |
| 7D | +2.1% | +1.6% | +0.5% | +1.9% |
| 30D | +8.5% | +4.0% | +4.5% | +8.0% |
| 3M | +6.6% | +10.5% | -3.9% | +5.3% |
| 6M | +17.1% | +18.4% | -1.3% | +14.4% |
| YTD | +19.0% | +17.8% | +1.3% | +16.4% |
| 1Y | +21.8% | +90.5% | -68.7% | +12.5% |
| 3Y | +6.4% | +282.1% | -275.7% | -11.3% |
| 5Y | +5.1% | +291.9% | -286.8% | -14.5% |
| 10Y | +175.8% | -24.9% | +200.7% | +167.8% |
| All | +1,116.0% | -1.3% | +1,117.3% | +895.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling