+1,278.3%
KDP vs RGEN
+2,927.7%
-1,649.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.7% | -0.9% |
| 7D | +2.2% | -1.9% | +4.2% | +2.3% |
| 30D | +19.9% | +3.7% | +16.2% | +19.4% |
| 3M | +21.5% | +8.8% | +12.7% | +20.3% |
| 6M | +30.1% | +38.0% | -7.8% | +26.0% |
| YTD | +34.9% | +5.9% | +29.1% | +33.2% |
| 1Y | +43.4% | +19.7% | +23.7% | +39.9% |
| 3Y | +29.1% | +20.5% | +8.6% | +23.5% |
| 5Y | +15.0% | -35.0% | +50.0% | +13.2% |
| 10Y | +234.1% | +540.9% | -306.8% | +156.5% |
| All | +1,278.3% | +2,927.7% | -1,649.4% | +632.6% |
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