-22.5%
KWEB vs REGN
+105.3%
-127.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.1% | +1.0% |
| 7D | -5.6% | -5.6% | 0.0% | -4.4% |
| 30D | -10.7% | -2.0% | -8.7% | -10.4% |
| 3M | -7.4% | +28.0% | -35.4% | -12.3% |
| 6M | -19.3% | +1.2% | -20.5% | -19.8% |
| YTD | -27.8% | +1.6% | -29.4% | -28.4% |
| 1Y | -35.9% | +38.2% | -74.2% | -41.1% |
| 3Y | -1.9% | -5.4% | +3.4% | -3.6% |
| 5Y | -43.2% | +21.3% | -64.5% | -48.7% |
| All | -22.5% | +105.3% | -127.8% | -41.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling