+1,116.0%
KDP vs REGN
+3,975.5%
-2,859.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.1% |
| 7D | +2.1% | -1.6% | +3.7% | +2.3% |
| 30D | +8.5% | +3.4% | +5.0% | +8.0% |
| 3M | +6.6% | +32.7% | -26.1% | +2.8% |
| 6M | +17.1% | +6.9% | +10.1% | +15.7% |
| YTD | +19.0% | +5.4% | +13.7% | +17.8% |
| 1Y | +21.8% | +45.8% | -24.1% | +15.3% |
| 3Y | +6.4% | -1.5% | +8.0% | +4.8% |
| 5Y | +5.1% | +22.2% | -17.1% | -0.4% |
| 10Y | +175.8% | +103.6% | +72.3% | +137.6% |
| All | +1,116.0% | +3,975.5% | -2,859.5% | +435.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling