+23.4%
REGN vs KEYS
+87.1%
-63.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.0% | -5.5% | -2.2% |
| 7D | -5.6% | +3.5% | -9.1% | -6.2% |
| 30D | -2.0% | -4.5% | +2.5% | -1.3% |
| 3M | +28.0% | -0.4% | +28.4% | +27.0% |
| 6M | +1.2% | +19.1% | -18.0% | -3.5% |
| YTD | +1.6% | +66.7% | -65.0% | -10.7% |
| 1Y | +38.2% | +96.5% | -58.2% | +16.3% |
| 3Y | -5.4% | +155.2% | -160.5% | -26.8% |
| All | +23.4% | +87.1% | -63.7% | -0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling