+17.6%
KDP vs REGN
+41.3%
-23.7%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.1% |
| 7D | -3.7% | -5.6% | +1.9% | -3.3% |
| 30D | +6.2% | -2.0% | +8.1% | +6.3% |
| 3M | +1.2% | +28.0% | -26.7% | -0.4% |
| 6M | +15.3% | +1.2% | +14.2% | +15.0% |
| YTD | +14.8% | +1.6% | +13.2% | +14.4% |
| 1Y | +17.6% | +38.2% | -20.6% | +17.1% |
| All | +17.6% | +41.3% | -23.7% | +17.1% |
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