+145.4%
KEYS vs RGEN
+1.9%
+143.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | +0.9% | -2.9% | +3.8% | +1.6% |
| 30D | -5.3% | -0.1% | -5.2% | -5.4% |
| 3M | +0.5% | +25.9% | -25.4% | -6.0% |
| 6M | +14.0% | +35.2% | -21.2% | +3.6% |
| YTD | +60.3% | +0.5% | +59.8% | +57.9% |
| 1Y | +91.3% | +37.0% | +54.4% | +72.1% |
| All | +145.4% | +1.9% | +143.5% | +134.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling