+177.6%
KEEL vs TEVA
+93.8%
+83.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.7% | +4.3% | +3.7% |
| 7D | +7.8% | -0.2% | +8.0% | +7.7% |
| 30D | -11.7% | +4.7% | -16.4% | -12.2% |
| 3M | -41.5% | +5.6% | -47.1% | -41.4% |
| 6M | +54.9% | +10.5% | +44.4% | +51.0% |
| YTD | +47.7% | +16.5% | +31.2% | +42.8% |
| 1Y | +177.6% | +96.8% | +80.8% | +156.4% |
| All | +177.6% | +93.8% | +83.8% | +156.4% |
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