+52.0%
KR vs REGN
+21.2%
+30.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +2.7% |
| 7D | -0.2% | -5.6% | +5.4% | -0.1% |
| 30D | +5.1% | -2.0% | +7.0% | +5.1% |
| 3M | -8.2% | +28.0% | -36.1% | -8.6% |
| 6M | -18.0% | +1.2% | -19.1% | -18.1% |
| YTD | -4.8% | +1.6% | -6.4% | -4.9% |
| 1Y | -11.0% | +38.2% | -49.3% | -12.2% |
| 3Y | +37.7% | -5.4% | +43.0% | +39.3% |
| All | +52.0% | +21.2% | +30.9% | +53.7% |
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