+34.0%
KR vs RGEN
+1.9%
+32.2%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -2.7% | -2.9% | +0.2% | -2.8% |
| 30D | +1.9% | -0.1% | +2.0% | +2.0% |
| 3M | -11.0% | +25.9% | -37.0% | -10.1% |
| 6M | -20.2% | +35.2% | -55.4% | -18.9% |
| YTD | -7.3% | +0.5% | -7.8% | -6.8% |
| 1Y | -13.1% | +37.0% | -50.1% | -11.6% |
| All | +34.0% | +1.9% | +32.2% | +36.8% |
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