+1,409.8%
KMB vs REGN
+3,618.0%
-2,208.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.9% |
| 7D | -2.7% | -1.6% | -1.1% | -2.7% |
| 30D | -5.0% | +3.4% | -8.5% | -5.2% |
| 3M | +6.6% | +32.7% | -26.1% | +5.4% |
| 6M | +1.0% | +6.9% | -6.0% | +0.6% |
| YTD | +6.0% | +5.4% | +0.6% | +5.6% |
| 1Y | -16.6% | +45.8% | -62.5% | -17.9% |
| 3Y | -8.6% | -1.5% | -7.1% | -9.0% |
| 5Y | -10.9% | +22.2% | -33.1% | -12.1% |
| 10Y | +16.8% | +103.6% | -86.7% | +12.5% |
| All | +1,409.8% | +3,618.0% | -2,208.2% | +1,224.7% |
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 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