+20.4%
KWEB vs REGN
+189.4%
-169.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.1% | +1.0% |
| 7D | -5.6% | -5.6% | 0.0% | -4.3% |
| 30D | -10.7% | -2.0% | -8.7% | -10.3% |
| 3M | -7.4% | +28.0% | -35.4% | -12.7% |
| 6M | -19.3% | +1.2% | -20.5% | -19.9% |
| YTD | -27.8% | +1.6% | -29.4% | -28.5% |
| 1Y | -35.9% | +38.2% | -74.2% | -41.5% |
| 3Y | -1.9% | -5.4% | +3.4% | -3.8% |
| 5Y | -43.2% | +21.3% | -64.5% | -49.0% |
| 10Y | -21.2% | +105.2% | -126.4% | -42.3% |
| All | +20.4% | +189.4% | -169.0% | -20.4% |
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