+41.2%
KEY vs RGEN
-42.4%
+83.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | +2.2% | -4.9% | +7.1% | +3.2% |
| 30D | -3.0% | +5.7% | -8.7% | -4.3% |
| 3M | +3.3% | +32.4% | -29.1% | -3.0% |
| 6M | +9.2% | +33.2% | -24.0% | +1.7% |
| YTD | +10.6% | +2.3% | +8.4% | +8.7% |
| 1Y | +20.4% | +39.0% | -18.6% | +10.2% |
| 3Y | +121.8% | -4.6% | +126.5% | +111.0% |
| All | +41.2% | -42.4% | +83.6% | +23.9% |
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 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