+433.3%
KLAC vs TEVA
+300.5%
+132.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | -0.1% | +1.5% |
| 7D | -2.7% | +2.0% | -4.7% | -3.1% |
| 30D | -13.2% | +1.0% | -14.1% | -13.4% |
| 3M | -25.0% | +7.3% | -32.3% | -26.6% |
| 6M | +23.6% | +21.7% | +1.9% | +17.0% |
| YTD | +49.2% | +18.8% | +30.4% | +41.7% |
| 1Y | +89.3% | +86.5% | +2.8% | +60.3% |
| 3Y | +274.4% | +269.4% | +4.9% | +156.4% |
| All | +433.3% | +300.5% | +132.8% | +237.9% |
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