+58.2%
KEYS vs RGEN
-35.5%
+93.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -2.9% | -2.4% |
| 7D | +9.4% | -3.3% | +12.7% | +10.3% |
| 30D | -16.8% | -5.8% | -10.9% | -15.4% |
| 3M | -15.9% | +0.2% | -16.1% | -16.5% |
| 6M | -17.6% | +56.8% | -74.4% | -28.6% |
| YTD | +46.5% | +2.4% | +44.1% | +42.1% |
| 1Y | +66.9% | +11.4% | +55.4% | +58.0% |
| 3Y | +141.4% | +15.2% | +126.2% | +115.5% |
| All | +58.2% | -35.5% | +93.6% | +52.1% |
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