+13.5%
KMB vs TEVA
-22.9%
+36.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.4% | -0.4% |
| 7D | -6.5% | +2.0% | -8.5% | -6.6% |
| 30D | -8.8% | +1.0% | -9.8% | -8.9% |
| 3M | -2.2% | +7.3% | -9.5% | -2.5% |
| 6M | +0.7% | +21.7% | -21.1% | -0.4% |
| YTD | +1.0% | +18.8% | -17.8% | +0.1% |
| 1Y | -20.3% | +86.5% | -106.8% | -22.7% |
| 3Y | -13.3% | +269.4% | -282.7% | -19.1% |
| 5Y | -12.9% | +303.6% | -316.5% | -19.7% |
| All | +13.5% | -22.9% | +36.4% | +8.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling