+1,057.5%
KEY vs TEVA
+6,974.4%
-5,917.0%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.0% |
| 7D | +2.7% | +1.6% | +1.2% | +2.4% |
| 30D | -3.2% | +4.0% | -7.2% | -4.1% |
| 3M | +1.0% | +10.5% | -9.6% | -1.7% |
| 6M | +11.9% | +18.4% | -6.5% | +6.9% |
| YTD | +8.7% | +17.8% | -9.1% | +3.9% |
| 1Y | +18.5% | +90.5% | -72.0% | +1.0% |
| 3Y | +124.0% | +282.1% | -158.2% | +56.8% |
| 5Y | +40.8% | +291.9% | -251.1% | -4.2% |
| 10Y | +167.0% | -24.9% | +191.9% | +129.0% |
| All | +1,057.5% | +6,974.4% | -5,917.0% | +553.1% |
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