+274.4%
KLAC vs TEVA
+280.8%
-6.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | -0.1% | +1.6% |
| 7D | -2.7% | +2.0% | -4.7% | -3.0% |
| 30D | -13.2% | +1.0% | -14.1% | -13.3% |
| 3M | -25.0% | +7.3% | -32.3% | -26.2% |
| 6M | +23.6% | +21.7% | +1.9% | +18.0% |
| YTD | +49.2% | +18.8% | +30.4% | +42.8% |
| 1Y | +89.3% | +86.5% | +2.8% | +64.1% |
| 3Y | +274.4% | +269.4% | +4.9% | +176.1% |
| All | +274.4% | +280.8% | -6.4% | +176.1% |
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