+4,653.7%
KNX vs TEVA
+1,362.2%
+3,291.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.6% | -1.9% |
| 7D | -5.6% | +2.0% | -7.6% | -5.9% |
| 30D | -4.4% | +1.0% | -5.4% | -4.6% |
| 3M | -17.3% | +7.3% | -24.6% | -18.6% |
| 6M | +22.6% | +21.7% | +0.9% | +17.6% |
| YTD | +31.1% | +18.8% | +12.3% | +26.4% |
| 1Y | +60.2% | +86.5% | -26.3% | +41.9% |
| 3Y | +35.8% | +269.4% | -233.7% | +3.6% |
| 5Y | +38.9% | +303.6% | -264.7% | +1.3% |
| 10Y | +166.5% | -22.9% | +189.4% | +140.3% |
| All | +4,653.7% | +1,362.2% | +3,291.5% | +2,912.4% |
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 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