+151.1%
KRE vs REGN
+6,303.1%
-6,152.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.5% |
| 7D | -1.8% | -5.6% | +3.8% | -0.4% |
| 30D | -4.5% | -2.0% | -2.5% | -4.1% |
| 3M | +2.7% | +28.0% | -25.2% | -3.7% |
| 6M | +16.9% | +1.2% | +15.7% | +15.8% |
| YTD | +15.4% | +1.6% | +13.7% | +13.9% |
| 1Y | +16.1% | +38.2% | -22.2% | +5.4% |
| 3Y | +85.7% | -5.4% | +91.1% | +82.3% |
| 5Y | +33.3% | +21.3% | +12.0% | +20.6% |
| 10Y | +123.3% | +105.2% | +18.1% | +63.9% |
| All | +151.1% | +6,303.1% | -6,152.0% | -53.3% |
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