+63.2%
KKR vs TEVA
+280.8%
-217.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.2% |
| 7D | -6.2% | +2.0% | -8.2% | -6.5% |
| 30D | -8.9% | +1.0% | -9.8% | -9.1% |
| 3M | +6.3% | +7.3% | -1.1% | +4.5% |
| 6M | +16.5% | +21.7% | -5.3% | +11.1% |
| YTD | -20.3% | +18.8% | -39.1% | -23.7% |
| 1Y | -29.8% | +86.5% | -116.3% | -39.4% |
| 3Y | +63.2% | +269.4% | -206.2% | +13.5% |
| All | +63.2% | +280.8% | -217.6% | +13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling