+115.5%
REGN vs KEYS
+1,113.8%
-998.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.0% | -5.5% | -2.6% |
| 7D | -5.6% | +3.5% | -9.1% | -6.6% |
| 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% | -5.7% |
| YTD | +1.6% | +66.7% | -65.0% | -15.8% |
| 1Y | +38.2% | +96.5% | -58.2% | +7.9% |
| 3Y | -5.4% | +155.2% | -160.5% | -34.2% |
| 5Y | +21.3% | +88.0% | -66.7% | -9.0% |
| 10Y | +105.2% | +1,046.8% | -941.6% | -25.1% |
| All | +115.5% | +1,113.8% | -998.3% | -23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling