+1,071.7%
KEYS vs RGEN
+622.6%
+449.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.3% | -0.2% |
| 7D | +2.9% | -4.6% | +7.5% | +4.1% |
| 30D | -1.3% | +1.2% | -2.5% | -1.8% |
| 3M | -0.1% | +26.8% | -27.0% | -6.7% |
| 6M | +17.4% | +29.1% | -11.7% | +8.3% |
| YTD | +62.9% | +0.7% | +62.2% | +59.5% |
| 1Y | +95.7% | +39.1% | +56.7% | +76.3% |
| 3Y | +150.2% | +2.2% | +147.9% | +133.0% |
| 5Y | +83.1% | -44.0% | +127.1% | +86.1% |
| 10Y | +1,020.9% | +412.7% | +608.2% | +635.6% |
| All | +1,071.7% | +622.6% | +449.1% | +649.0% |
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