-0.9%
KHC vs REGN
+41.3%
-42.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.3% | +1.0% |
| 7D | -1.0% | -5.6% | +4.6% | -0.6% |
| 30D | +1.9% | -2.0% | +3.8% | +2.1% |
| 3M | +3.2% | +28.0% | -24.8% | +1.7% |
| 6M | +10.0% | +1.2% | +8.8% | +10.2% |
| YTD | +6.7% | +1.6% | +5.1% | +6.8% |
| 1Y | -0.9% | +38.2% | -39.1% | -6.0% |
| All | -0.9% | +41.3% | -42.2% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 1y: compounded portfolio wealth divided by compounded REGN 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…
1y analysis · Full analysis span regression · 6 months rolling