-54.3%
KHC vs RGEN
+402.3%
-456.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -1.0% |
| 7D | -4.8% | -4.6% | -0.2% | -4.5% |
| 30D | +0.3% | +1.2% | -0.9% | +0.2% |
| 3M | +6.7% | +26.8% | -20.1% | +4.9% |
| 6M | +4.2% | +29.1% | -24.9% | +2.0% |
| YTD | +6.7% | +0.7% | +6.0% | +6.1% |
| 1Y | -1.4% | +39.1% | -40.5% | -4.3% |
| 3Y | -11.8% | +2.2% | -14.0% | -14.1% |
| 5Y | -13.4% | -44.0% | +30.6% | -12.9% |
| 10Y | -54.3% | +412.7% | -467.0% | -63.3% |
| All | -54.3% | +402.3% | -456.6% | -63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 10y: compounded portfolio wealth divided by compounded RGEN 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…
10y analysis · Full analysis span regression · 6 months rolling