+2,814.5%
KO vs REGN
+3,539.8%
-725.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.4% |
| 7D | -1.1% | -6.0% | +4.8% | -0.8% |
| 30D | +1.6% | -0.4% | +1.9% | +1.6% |
| 3M | +5.8% | +32.0% | -26.3% | +4.4% |
| 6M | +14.3% | +3.0% | +11.3% | +14.0% |
| YTD | +27.3% | +3.2% | +24.1% | +27.0% |
| 1Y | +33.2% | +43.4% | -10.3% | +30.7% |
| 3Y | +64.5% | -3.6% | +68.1% | +63.8% |
| 5Y | +83.1% | +23.1% | +60.0% | +79.8% |
| 10Y | +183.9% | +108.3% | +75.6% | +170.0% |
| All | +2,814.5% | +3,539.8% | -725.2% | +2,114.1% |
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