-13.4%
KMB vs REGN
+23.0%
-36.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | 0.0% |
| 7D | -7.7% | -6.0% | -1.7% | -6.9% |
| 30D | -8.2% | -0.4% | -7.9% | -8.2% |
| 3M | -1.9% | +32.0% | -33.9% | -5.6% |
| 6M | -0.7% | +3.0% | -3.7% | -1.4% |
| YTD | +1.4% | +3.2% | -1.8% | +0.5% |
| 1Y | -19.1% | +43.4% | -62.6% | -23.2% |
| 3Y | -12.6% | -3.6% | -9.0% | -13.5% |
| All | -13.4% | +23.0% | -36.4% | -18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling