+7,596.2%
REGN vs KMX
+457.5%
+7,138.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.7% |
| 7D | -5.6% | -3.1% | -2.5% | -5.0% |
| 30D | -2.0% | +4.4% | -6.4% | -2.9% |
| 3M | +28.0% | +18.9% | +9.0% | +22.9% |
| 6M | +1.2% | +44.3% | -43.1% | -7.2% |
| YTD | +1.6% | +58.7% | -57.1% | -9.0% |
| 1Y | +38.2% | +0.1% | +38.1% | +33.9% |
| 3Y | -5.4% | -24.4% | +19.1% | -5.4% |
| 5Y | +21.3% | -54.4% | +75.7% | +29.2% |
| 10Y | +105.2% | +11.0% | +94.2% | +69.7% |
| All | +7,596.2% | +457.5% | +7,138.8% | +3,598.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling