+175.8%
KDP vs RGEN
+406.9%
-231.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | +2.1% | -0.9% | +2.9% | +2.1% |
| 30D | +8.5% | +2.8% | +5.6% | +8.2% |
| 3M | +6.6% | +34.5% | -27.9% | +4.3% |
| 6M | +17.1% | +40.5% | -23.4% | +13.9% |
| YTD | +19.0% | +2.8% | +16.2% | +18.3% |
| 1Y | +21.8% | +39.6% | -17.9% | +18.0% |
| 3Y | +6.4% | +4.4% | +2.0% | +3.6% |
| 5Y | +5.1% | -42.8% | +47.9% | +4.7% |
| 10Y | +175.8% | +406.7% | -230.9% | +146.5% |
| All | +175.8% | +406.9% | -231.0% | +146.5% |
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