+309.9%
KEEL vs RGEN
+85.2%
+224.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.5% | +0.6% |
| 7D | +19.3% | -4.6% | +23.9% | +22.1% |
| 30D | +9.1% | +1.2% | +8.0% | +8.5% |
| 3M | -31.5% | +26.8% | -58.4% | -41.2% |
| 6M | +75.8% | +29.1% | +46.8% | +47.9% |
| YTD | +57.9% | +0.7% | +57.1% | +53.4% |
| 1Y | +133.3% | +39.1% | +94.3% | +89.2% |
| 3Y | +204.1% | +2.2% | +201.8% | +164.3% |
| 5Y | -37.5% | -44.0% | +6.4% | -29.1% |
| All | +309.9% | +85.2% | +224.7% | +172.5% |
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