+1,098.7%
KEYS vs TEVA
-21.3%
+1,120.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.0% | +2.0% | +3.6% |
| 7D | +3.5% | +2.0% | +1.5% | +3.2% |
| 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% | +14.3% |
| YTD | +66.7% | +18.8% | +47.8% | +60.6% |
| 1Y | +96.5% | +86.5% | +10.0% | +74.4% |
| 3Y | +155.2% | +269.4% | -114.3% | +95.4% |
| 5Y | +88.0% | +303.6% | -215.6% | +37.9% |
| 10Y | +1,046.8% | -22.9% | +1,069.7% | +883.3% |
| All | +1,098.7% | -21.3% | +1,120.1% | +922.8% |
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