+113.7%
KLAC vs TEVA
+93.8%
+19.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.7% | +8.0% | +7.4% |
| 7D | +5.7% | -0.2% | +6.0% | +5.7% |
| 30D | -3.6% | +4.7% | -8.3% | -4.0% |
| 3M | -12.8% | +5.6% | -18.4% | -12.7% |
| 6M | +26.1% | +10.5% | +15.6% | +23.6% |
| YTD | +53.3% | +16.5% | +36.8% | +49.1% |
| 1Y | +113.7% | +96.8% | +16.9% | +95.7% |
| All | +113.7% | +93.8% | +19.9% | +95.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling