+97.5%
REGN vs KEYS
+1,049.9%
-952.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.0% | -5.5% | -2.6% |
| 7D | -5.6% | +3.5% | -9.1% | -6.5% |
| 30D | -2.0% | -4.5% | +2.5% | -1.0% |
| 3M | +28.0% | -0.4% | +28.4% | +26.5% |
| 6M | +1.2% | +19.1% | -18.0% | -5.5% |
| YTD | +1.6% | +66.7% | -65.0% | -15.3% |
| 1Y | +38.2% | +96.5% | -58.2% | +8.7% |
| 3Y | -5.4% | +155.2% | -160.5% | -33.5% |
| 5Y | +21.3% | +88.0% | -66.7% | -8.1% |
| All | +97.5% | +1,049.9% | -952.4% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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