-15.8%
KHC vs RGEN
-34.8%
+19.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.9% | -0.9% |
| 7D | -2.0% | +3.5% | -5.5% | -2.1% |
| 30D | +9.7% | +2.9% | +6.7% | +9.5% |
| 3M | -2.0% | +9.2% | -11.2% | -2.4% |
| 6M | +5.4% | +44.9% | -39.5% | +4.1% |
| YTD | +5.9% | +9.2% | -3.3% | +5.2% |
| 1Y | +7.5% | +25.3% | -17.8% | +6.3% |
| 3Y | -12.4% | +21.7% | -34.1% | -14.1% |
| 5Y | -15.8% | -34.5% | +18.7% | -23.3% |
| All | -15.8% | -34.8% | +19.0% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling