+123.0%
TEVA vs KRMN
+17.6%
+105.4%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | +1.8% |
| 7D | +2.0% | -11.8% | +13.8% | +3.0% |
| 30D | +1.0% | -43.0% | +44.0% | +5.9% |
| 3M | +7.3% | -28.8% | +36.2% | +9.9% |
| 6M | +21.7% | -66.3% | +88.1% | +34.3% |
| YTD | +18.8% | -51.8% | +70.6% | +24.6% |
| 1Y | +86.5% | -44.7% | +131.2% | +87.8% |
| All | +123.0% | +17.6% | +105.4% | +88.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling