+169.5%
KDP vs REGN
+105.3%
+64.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.1% |
| 7D | -3.7% | -5.6% | +1.9% | -3.1% |
| 30D | +6.2% | -2.0% | +8.1% | +6.4% |
| 3M | +1.2% | +28.0% | -26.7% | -1.6% |
| 6M | +15.3% | +1.2% | +14.2% | +14.9% |
| YTD | +14.8% | +1.6% | +13.2% | +14.2% |
| 1Y | +17.6% | +38.2% | -20.6% | +12.6% |
| 3Y | +2.1% | -5.4% | +7.5% | +1.2% |
| 5Y | +2.7% | +21.3% | -18.5% | -2.3% |
| All | +169.5% | +105.3% | +64.2% | +145.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling