-27.2%
KWEB vs TEVA
+93.8%
-121.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.1% |
| 7D | -1.0% | -0.2% | -0.8% | -1.0% |
| 30D | -8.7% | +4.7% | -13.4% | -9.2% |
| 3M | -4.0% | +5.6% | -9.6% | -4.8% |
| 6M | -13.1% | +10.5% | -23.6% | -14.9% |
| YTD | -23.5% | +16.5% | -40.0% | -25.2% |
| 1Y | -27.2% | +96.8% | -123.9% | -30.6% |
| All | -27.2% | +93.8% | -121.0% | -30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling