+46.7%
REGN vs KEY
+21.3%
+25.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.1% | -1.9% |
| 7D | +4.2% | +2.2% | +2.0% | +3.7% |
| 30D | +7.8% | -3.0% | +10.8% | +8.4% |
| 3M | +31.8% | +3.3% | +28.5% | +30.5% |
| 6M | +5.4% | +9.2% | -3.8% | +3.0% |
| YTD | +7.7% | +10.6% | -3.0% | +4.6% |
| 1Y | +46.7% | +20.4% | +26.3% | +37.0% |
| All | +46.7% | +21.3% | +25.3% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 1y: compounded portfolio wealth divided by compounded KEY 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…
1y analysis · Full analysis span regression · 6 months rolling