-35.3%
KEEL vs TEVA
+300.5%
-335.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.0% | +1.7% | +2.9% |
| 7D | +2.9% | +2.0% | +0.9% | +2.1% |
| 30D | +0.8% | +1.0% | -0.1% | +0.5% |
| 3M | -35.3% | +7.3% | -42.6% | -38.2% |
| 6M | +59.4% | +21.7% | +37.6% | +42.2% |
| YTD | +51.9% | +18.8% | +33.1% | +37.2% |
| 1Y | +75.0% | +86.5% | -11.5% | +27.0% |
| 3Y | +224.5% | +269.4% | -44.9% | +47.3% |
| All | -35.3% | +300.5% | -335.9% | -72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling