+83.8%
KRE vs RGEN
+415.2%
-331.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | +0.7% | -3.3% | +4.0% | +1.3% |
| 30D | +6.1% | -5.8% | +12.0% | +7.1% |
| 3M | -5.9% | +0.2% | -6.1% | -6.5% |
| 6M | +9.6% | +56.8% | -47.2% | +0.2% |
| YTD | +14.2% | +2.4% | +11.8% | +11.9% |
| 1Y | +22.5% | +11.4% | +11.1% | +18.2% |
| 3Y | +90.4% | +15.2% | +75.2% | +77.2% |
| 5Y | +11.9% | -35.1% | +47.0% | +8.7% |
| All | +83.8% | +415.2% | -331.3% | +17.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling