+177.6%
KEEL vs RGEN
+45.2%
+132.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.8% | +4.1% |
| 7D | +7.8% | -4.9% | +12.7% | +10.0% |
| 30D | -11.7% | +5.7% | -17.4% | -13.6% |
| 3M | -41.5% | +32.4% | -73.9% | -49.3% |
| 6M | +54.9% | +33.2% | +21.7% | +31.3% |
| YTD | +47.7% | +2.3% | +45.4% | +48.4% |
| 1Y | +177.6% | +39.0% | +138.6% | +196.4% |
| All | +177.6% | +45.2% | +132.4% | +196.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling