-5.4%
REGN vs KGC
+524.7%
-530.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.5% |
| 7D | -5.6% | -5.6% | +0.1% | -5.3% |
| 30D | -2.0% | +6.1% | -8.1% | -2.3% |
| 3M | +28.0% | +17.3% | +10.6% | +26.9% |
| 6M | +1.2% | -10.3% | +11.4% | +1.2% |
| YTD | +1.6% | +3.9% | -2.2% | +1.5% |
| 1Y | +38.2% | +25.7% | +12.5% | +37.8% |
| 3Y | -5.4% | +526.0% | -531.3% | -9.9% |
| All | -5.4% | +524.7% | -530.0% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 3y: compounded portfolio wealth divided by compounded KGC 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…
3y analysis · Full analysis span regression · 6 months rolling