+6.8%
KDP vs RGEN
-42.4%
+49.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.8% |
| 7D | +1.3% | -4.9% | +6.2% | +1.6% |
| 30D | +6.0% | +5.7% | +0.3% | +5.6% |
| 3M | +9.2% | +32.4% | -23.2% | +7.1% |
| 6M | +14.7% | +33.2% | -18.5% | +12.2% |
| YTD | +19.2% | +2.3% | +16.9% | +18.6% |
| 1Y | +15.2% | +39.0% | -23.8% | +11.9% |
| 3Y | +6.0% | -4.6% | +10.6% | +3.8% |
| All | +6.8% | -42.4% | +49.3% | +3.0% |
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