+150.6%
KMI vs REGN
+21.2%
+129.4%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.2% |
| 7D | -1.7% | -5.6% | +3.9% | -1.3% |
| 30D | -2.7% | -2.0% | -0.8% | -2.6% |
| 3M | -0.7% | +28.0% | -28.6% | -2.7% |
| 6M | -5.0% | +1.2% | -6.1% | -5.3% |
| YTD | +15.5% | +1.6% | +13.8% | +15.0% |
| 1Y | +16.4% | +38.2% | -21.8% | +12.6% |
| 3Y | +114.2% | -5.4% | +119.5% | +112.8% |
| All | +150.6% | +21.2% | +129.4% | +144.0% |
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