+14.5%
KEY vs RGEN
-35.5%
+49.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | +2.9% | -3.3% | +6.2% | +3.6% |
| 30D | +8.4% | -5.8% | +14.3% | +9.6% |
| 3M | -5.8% | +0.2% | -5.9% | -6.5% |
| 6M | +5.4% | +56.8% | -51.3% | -5.2% |
| YTD | +7.1% | +2.4% | +4.7% | +4.6% |
| 1Y | +26.8% | +11.4% | +15.4% | +21.6% |
| 3Y | +128.7% | +15.2% | +113.5% | +109.2% |
| All | +14.5% | -35.5% | +49.9% | -3.5% |
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 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