+19,934.7%
REGN vs KNX
+4,983.8%
+14,950.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | +0.1% | -1.1% |
| 7D | -5.6% | -5.6% | 0.0% | -4.2% |
| 30D | -2.0% | -4.4% | +2.5% | -1.0% |
| 3M | +28.0% | -17.3% | +45.3% | +33.8% |
| 6M | +1.2% | +22.6% | -21.5% | -5.3% |
| YTD | +1.6% | +31.1% | -29.5% | -7.0% |
| 1Y | +38.2% | +60.2% | -22.0% | +18.8% |
| 3Y | -5.4% | +35.8% | -41.1% | -17.0% |
| 5Y | +21.3% | +38.9% | -17.6% | +3.2% |
| 10Y | +105.2% | +166.5% | -61.3% | +34.0% |
| All | +19,934.7% | +4,983.8% | +14,950.9% | +6,877.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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