+328.3%
KGC vs TEVA
+6,895.5%
-6,567.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.4% | -2.9% | -4.2% |
| 7D | -8.4% | -0.7% | -7.7% | -8.4% |
| 30D | +6.3% | -0.4% | +6.7% | +6.4% |
| 3M | +22.4% | +8.2% | +14.2% | +22.0% |
| 6M | -11.4% | +15.3% | -26.7% | -12.0% |
| YTD | +3.1% | +16.5% | -13.3% | +2.4% |
| 1Y | +26.6% | +85.7% | -59.1% | +23.5% |
| 3Y | +525.6% | +277.9% | +247.7% | +493.6% |
| 5Y | +451.7% | +295.5% | +156.1% | +420.9% |
| 10Y | +675.3% | -24.5% | +699.8% | +639.0% |
| All | +328.3% | +6,895.5% | -6,567.2% | +420.9% |
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