-44.2%
KHC vs TEVA
-36.0%
-8.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.8% |
| 7D | -2.5% | -0.7% | -1.8% | -2.4% |
| 30D | +0.5% | -0.4% | +0.9% | +0.5% |
| 3M | +3.0% | +8.2% | -5.2% | +2.0% |
| 6M | +6.6% | +15.3% | -8.7% | +4.6% |
| YTD | +5.8% | +16.5% | -10.7% | +3.5% |
| 1Y | -2.2% | +85.7% | -88.0% | -9.4% |
| 3Y | -12.5% | +277.9% | -290.4% | -27.1% |
| 5Y | -13.6% | +295.5% | -309.1% | -30.0% |
| 10Y | -54.7% | -24.5% | -30.2% | -59.4% |
| All | -44.2% | -36.0% | -8.2% | -47.6% |
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 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