+153,071.2%
KLAC vs TEVA
+7,037.9%
+146,033.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | -0.1% | +1.4% |
| 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% | -26.9% |
| 6M | +23.6% | +21.7% | +1.9% | +16.3% |
| YTD | +49.2% | +18.8% | +30.4% | +40.9% |
| 1Y | +89.3% | +86.5% | +2.8% | +58.2% |
| 3Y | +274.4% | +269.4% | +4.9% | +153.1% |
| 5Y | +440.9% | +303.6% | +137.4% | +244.8% |
| 10Y | +2,947.7% | -22.9% | +2,970.6% | +2,491.7% |
| All | +153,071.2% | +7,037.9% | +146,033.2% | +43,393.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling