+43.5%
KDP vs REGN
+45.3%
-1.8%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -4.4% | +10.3% | +6.3% |
| 7D | +5.3% | +14.4% | -9.1% | +3.5% |
| 30D | +19.1% | +28.1% | -9.0% | +15.8% |
| 3M | +19.2% | +22.5% | -3.3% | +16.2% |
| 6M | +29.3% | +31.6% | -2.3% | +24.9% |
| YTD | +35.5% | +21.0% | +14.5% | +32.2% |
| 1Y | +43.5% | +49.0% | -5.5% | +36.4% |
| All | +43.5% | +45.3% | -1.8% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 REGN 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