+59.6%
KEYS vs TEVA
+106.6%
-47.0%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.1% | -6.2% | -6.3% |
| 7D | -14.8% | +4.7% | -19.5% | -15.4% |
| 30D | -25.6% | +5.5% | -31.1% | -26.2% |
| 3M | -16.2% | +21.6% | -37.8% | -19.0% |
| 6M | -18.6% | +18.4% | -37.0% | -20.6% |
| YTD | +40.7% | +34.1% | +6.6% | +31.7% |
| 1Y | +59.6% | +104.5% | -44.9% | +35.5% |
| All | +59.6% | +106.6% | -47.0% | +35.5% |
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