+1,117.5%
KDP vs RGEN
+2,825.0%
-1,707.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.8% |
| 7D | +1.3% | -4.9% | +6.2% | +1.7% |
| 30D | +6.0% | +5.7% | +0.3% | +5.4% |
| 3M | +9.2% | +32.4% | -23.2% | +6.4% |
| 6M | +14.7% | +33.2% | -18.5% | +11.4% |
| YTD | +19.2% | +2.3% | +16.9% | +18.2% |
| 1Y | +15.2% | +39.0% | -23.8% | +11.0% |
| 3Y | +6.0% | -4.6% | +10.6% | +3.4% |
| 5Y | +5.4% | -42.7% | +48.1% | +5.0% |
| 10Y | +171.9% | +433.6% | -261.7% | +112.7% |
| All | +1,117.5% | +2,825.0% | -1,707.5% | +550.5% |
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 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