+167.0%
KEY vs RGEN
+406.9%
-239.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.3% | -1.9% |
| 7D | +2.7% | -0.9% | +3.6% | +2.9% |
| 30D | -3.2% | +2.8% | -6.0% | -3.8% |
| 3M | +1.0% | +34.5% | -33.5% | -4.6% |
| 6M | +11.9% | +40.5% | -28.6% | +4.3% |
| YTD | +8.7% | +2.8% | +5.9% | +6.9% |
| 1Y | +18.5% | +39.6% | -21.2% | +9.9% |
| 3Y | +124.0% | +4.4% | +119.5% | +111.7% |
| 5Y | +40.8% | -42.8% | +83.6% | +39.1% |
| 10Y | +167.0% | +406.7% | -239.7% | +66.9% |
| All | +167.0% | +406.9% | -239.9% | +66.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling