+23.4%
REGN vs KGC
+453.5%
-430.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.5% |
| 7D | -5.6% | -5.6% | +0.1% | -5.2% |
| 30D | -2.0% | +6.1% | -8.1% | -2.4% |
| 3M | +28.0% | +17.3% | +10.6% | +26.5% |
| 6M | +1.2% | -10.3% | +11.4% | +1.4% |
| YTD | +1.6% | +3.9% | -2.2% | +1.0% |
| 1Y | +38.2% | +25.7% | +12.5% | +35.9% |
| 3Y | -5.4% | +526.0% | -531.3% | -17.6% |
| All | +23.4% | +453.5% | -430.2% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling