-44.5%
KHC vs RGEN
+337.0%
-381.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.0% | -0.5% |
| 7D | -1.1% | -2.4% | +1.3% | -1.0% |
| 30D | +8.8% | +0.1% | +8.8% | +8.7% |
| 3M | -1.2% | +6.6% | -7.8% | -2.0% |
| 6M | +4.6% | +40.9% | -36.3% | +1.4% |
| YTD | +5.1% | +6.2% | -1.0% | +3.8% |
| 1Y | +6.2% | +19.4% | -13.2% | +3.8% |
| 3Y | -12.9% | +17.9% | -30.8% | -16.5% |
| 5Y | -16.8% | -34.0% | +17.2% | -18.0% |
| 10Y | -52.4% | +453.9% | -506.3% | -66.1% |
| All | -44.5% | +337.0% | -381.6% | -58.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling