+69.8%
TEVA vs KRMN
-62.2%
+132.0%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.1% | +5.9% | +0.3% |
| 7D | +0.7% | -23.0% | +23.8% | +2.6% |
| 30D | +6.8% | -3.6% | +10.4% | +6.9% |
| 3M | +20.3% | -41.8% | +62.1% | +24.7% |
| 6M | +16.5% | -49.0% | +65.5% | +21.7% |
| YTD | +33.9% | -56.1% | +90.0% | +38.6% |
| 1Y | +69.8% | -59.8% | +129.6% | +78.3% |
| All | +69.8% | -62.2% | +132.0% | +78.3% |
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