-43.7%
KHC vs REGN
+61.3%
-105.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.1% |
| 7D | -4.8% | -5.2% | +0.4% | -4.0% |
| 30D | +0.3% | +0.1% | +0.2% | +0.3% |
| 3M | +6.7% | +31.2% | -24.5% | +2.1% |
| 6M | +4.2% | +3.6% | +0.6% | +3.2% |
| YTD | +6.7% | +5.0% | +1.7% | +5.4% |
| 1Y | -1.4% | +45.9% | -47.3% | -8.1% |
| 3Y | -11.8% | -1.9% | -9.9% | -13.3% |
| 5Y | -13.4% | +26.2% | -39.5% | -19.6% |
| 10Y | -54.3% | +112.1% | -166.3% | -62.9% |
| All | -43.7% | +61.3% | -105.0% | -51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling