+20.4%
KWEB vs TEVA
+7.3%
+13.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.4% | +0.2% |
| 7D | -5.6% | +2.0% | -7.6% | -6.0% |
| 30D | -10.7% | +1.0% | -11.6% | -10.9% |
| 3M | -7.4% | +7.3% | -14.7% | -9.1% |
| 6M | -19.3% | +21.7% | -41.0% | -23.1% |
| YTD | -27.8% | +18.8% | -46.6% | -30.8% |
| 1Y | -35.9% | +86.5% | -122.4% | -44.6% |
| 3Y | -1.9% | +269.4% | -271.4% | -29.2% |
| 5Y | -43.2% | +303.6% | -346.8% | -60.8% |
| 10Y | -21.2% | -22.9% | +1.8% | -32.0% |
| All | +20.4% | +7.3% | +13.1% | -1.4% |
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