+660.5%
KGC vs TEVA
-22.9%
+683.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.5% |
| 7D | -5.6% | +2.0% | -7.6% | -5.8% |
| 30D | +6.1% | +1.0% | +5.2% | +6.1% |
| 3M | +17.3% | +7.3% | +10.0% | +16.5% |
| 6M | -10.3% | +21.7% | -32.0% | -12.0% |
| YTD | +3.9% | +18.8% | -15.0% | +2.1% |
| 1Y | +25.7% | +86.5% | -60.7% | +19.1% |
| 3Y | +526.0% | +269.4% | +256.5% | +458.8% |
| 5Y | +455.5% | +303.6% | +151.9% | +388.6% |
| All | +660.5% | -22.9% | +683.5% | +518.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling