+96.8%
TEVA vs KRMN
-25.5%
+122.3%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.6% |
| 7D | -0.2% | -12.3% | +12.0% | +0.5% |
| 30D | +4.7% | -27.5% | +32.2% | +6.7% |
| 3M | +5.6% | -26.5% | +32.1% | +7.4% |
| 6M | +10.5% | -59.6% | +70.1% | +17.3% |
| YTD | +16.5% | -45.4% | +61.9% | +21.3% |
| 1Y | +96.8% | -25.1% | +121.9% | +77.9% |
| All | +96.8% | -25.5% | +122.3% | +77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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