+23.4%
REGN vs KEEL
-34.6%
+58.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.8% | -5.3% | -1.6% |
| 7D | -5.6% | +2.9% | -8.5% | -5.7% |
| 30D | -2.0% | +0.8% | -2.8% | -2.2% |
| 3M | +28.0% | -35.3% | +63.3% | +29.2% |
| 6M | +1.2% | +59.4% | -58.2% | -2.3% |
| YTD | +1.6% | +51.9% | -50.3% | -2.1% |
| 1Y | +38.2% | +75.0% | -36.8% | +30.4% |
| 3Y | -5.4% | +224.5% | -229.9% | -16.5% |
| All | +23.4% | -34.6% | +58.0% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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