-13.6%
KHC vs REGN
+21.2%
-34.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.3% | +1.0% |
| 7D | -1.0% | -5.6% | +4.6% | -0.4% |
| 30D | +1.9% | -2.0% | +3.8% | +2.1% |
| 3M | +3.2% | +28.0% | -24.8% | +0.6% |
| 6M | +10.0% | +1.2% | +8.8% | +9.7% |
| YTD | +6.7% | +1.6% | +5.1% | +6.3% |
| 1Y | -0.9% | +38.2% | -39.1% | -4.8% |
| 3Y | -13.6% | -5.4% | -8.2% | -14.6% |
| All | -13.6% | +21.2% | -34.7% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling