+26.8%
KEY vs RGEN
+8.1%
+18.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | +2.9% | -3.3% | +6.2% | +3.4% |
| 30D | +8.4% | -5.8% | +14.3% | +9.3% |
| 3M | -5.8% | +0.2% | -5.9% | -6.3% |
| 6M | +5.4% | +56.8% | -51.3% | -4.2% |
| YTD | +7.1% | +2.4% | +4.7% | +8.8% |
| 1Y | +26.8% | +11.4% | +15.4% | +25.5% |
| All | +26.8% | +8.1% | +18.7% | +25.5% |
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 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