+224.5%
KEEL vs RGEN
+2.2%
+222.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.3% | +3.5% | +3.7% |
| 7D | +2.9% | -1.4% | +4.3% | +3.5% |
| 30D | +0.8% | -0.3% | +1.2% | +1.1% |
| 3M | -35.3% | +23.9% | -59.2% | -41.7% |
| 6M | +59.4% | +38.5% | +20.8% | +35.8% |
| YTD | +51.9% | +0.8% | +51.1% | +49.0% |
| 1Y | +75.0% | +38.2% | +36.8% | +51.4% |
| 3Y | +224.5% | +1.3% | +223.2% | +255.2% |
| All | +224.5% | +2.2% | +222.4% | +255.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling