+12.2%
KEY vs RGEN
-35.1%
+47.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.5% | -1.1% |
| 7D | -1.3% | -1.9% | +0.7% | -0.9% |
| 30D | +5.1% | +3.7% | +1.4% | +4.2% |
| 3M | -7.1% | +8.8% | -15.9% | -9.3% |
| 6M | -4.4% | +38.0% | -42.3% | -11.7% |
| YTD | +4.0% | +5.9% | -1.9% | +1.0% |
| 1Y | +23.4% | +19.7% | +3.7% | +16.6% |
| 3Y | +113.9% | +20.5% | +93.4% | +94.0% |
| All | +12.2% | -35.1% | +47.4% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling