+108.2%
KMI vs REGN
+2,041.3%
-1,933.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.1% |
| 7D | -1.7% | -5.6% | +3.9% | -1.0% |
| 30D | -2.7% | -2.0% | -0.8% | -2.6% |
| 3M | -0.7% | +28.0% | -28.6% | -4.1% |
| 6M | -5.0% | +1.2% | -6.1% | -5.5% |
| YTD | +15.5% | +1.6% | +13.8% | +14.6% |
| 1Y | +16.4% | +38.2% | -21.8% | +10.4% |
| 3Y | +114.2% | -5.4% | +119.5% | +111.5% |
| 5Y | +153.3% | +21.3% | +132.0% | +138.2% |
| 10Y | +132.4% | +105.2% | +27.2% | +94.3% |
| All | +108.2% | +2,041.3% | -1,933.1% | +27.0% |
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 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