+90.1%
KEYS vs TEVA
+300.5%
-210.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.0% | +2.0% | +3.6% |
| 7D | +3.5% | +2.0% | +1.5% | +3.1% |
| 30D | -4.5% | +1.0% | -5.4% | -4.7% |
| 3M | -0.4% | +7.3% | -7.7% | -2.0% |
| 6M | +19.1% | +21.7% | -2.6% | +14.1% |
| YTD | +66.7% | +18.8% | +47.8% | +60.3% |
| 1Y | +96.5% | +86.5% | +10.0% | +73.6% |
| 3Y | +155.2% | +269.4% | -114.3% | +91.4% |
| All | +90.1% | +300.5% | -210.5% | +33.5% |
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 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