-5.4%
REGN vs KMX
-25.1%
+19.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.6% |
| 7D | -5.6% | -3.1% | -2.5% | -5.2% |
| 30D | -2.0% | +4.4% | -6.4% | -2.5% |
| 3M | +28.0% | +18.9% | +9.0% | +24.9% |
| 6M | +1.2% | +44.3% | -43.1% | -4.3% |
| YTD | +1.6% | +58.7% | -57.1% | -5.5% |
| 1Y | +38.2% | +0.1% | +38.1% | +37.1% |
| 3Y | -5.4% | -24.4% | +19.1% | -5.0% |
| All | -5.4% | -25.1% | +19.7% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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