+1,078.2%
KEY vs RGEN
+1,576.0%
-497.8%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.3% |
| 7D | +2.2% | -4.9% | +7.1% | +2.4% |
| 30D | -3.0% | +5.7% | -8.7% | -3.3% |
| 3M | +3.3% | +32.4% | -29.1% | +1.8% |
| 6M | +9.2% | +33.2% | -24.0% | +7.5% |
| YTD | +10.6% | +2.3% | +8.4% | +10.2% |
| 1Y | +20.4% | +39.0% | -18.6% | +18.1% |
| 3Y | +121.8% | -4.6% | +126.5% | +119.7% |
| 5Y | +41.1% | -42.7% | +83.8% | +41.4% |
| 10Y | +168.5% | +433.6% | -265.1% | +144.9% |
| All | +1,078.2% | +1,576.0% | -497.8% | +810.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling