+121.9%
KRE vs TEVA
-22.9%
+144.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.3% |
| 7D | -1.8% | +2.0% | -3.8% | -2.3% |
| 30D | -4.5% | +1.0% | -5.4% | -4.8% |
| 3M | +2.7% | +7.3% | -4.6% | +0.8% |
| 6M | +16.9% | +21.7% | -4.9% | +11.0% |
| YTD | +15.4% | +18.8% | -3.5% | +10.0% |
| 1Y | +16.1% | +86.5% | -70.4% | -0.7% |
| 3Y | +85.7% | +269.4% | -183.7% | +29.0% |
| 5Y | +33.3% | +303.6% | -270.3% | -12.4% |
| All | +121.9% | -22.9% | +144.8% | +69.9% |
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 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