+97.5%
REGN vs KEY
+172.4%
-75.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | -5.6% | -1.5% | -4.1% | -5.4% |
| 30D | -2.0% | -3.7% | +1.7% | -1.5% |
| 3M | +28.0% | -1.3% | +29.2% | +28.1% |
| 6M | +1.2% | +13.3% | -12.2% | -0.6% |
| YTD | +1.6% | +9.0% | -7.3% | +0.3% |
| 1Y | +38.2% | +18.7% | +19.6% | +34.8% |
| 3Y | -5.4% | +125.3% | -130.6% | -15.6% |
| 5Y | +21.3% | +40.2% | -19.0% | +12.3% |
| All | +97.5% | +172.4% | -75.0% | +34.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling