+66.5%
KKR vs TEVA
+300.5%
-234.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.3% |
| 7D | -6.2% | +2.0% | -8.2% | -6.7% |
| 30D | -8.9% | +1.0% | -9.8% | -9.1% |
| 3M | +6.3% | +7.3% | -1.1% | +3.9% |
| 6M | +16.5% | +21.7% | -5.3% | +9.5% |
| YTD | -20.3% | +18.8% | -39.1% | -24.7% |
| 1Y | -29.8% | +86.5% | -116.3% | -41.9% |
| 3Y | +63.2% | +269.4% | -206.2% | +4.1% |
| All | +66.5% | +300.5% | -234.1% | -4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling