-18.0%
KR vs REGN
+1.9%
-19.9%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +2.6% |
| 7D | -0.2% | -5.6% | +5.4% | -0.5% |
| 30D | +5.1% | -2.0% | +7.0% | +5.0% |
| 3M | -8.2% | +28.0% | -36.1% | -6.0% |
| 6M | -18.0% | +1.2% | -19.1% | -21.2% |
| All | -18.0% | +1.9% | -19.9% | -21.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling