+155.8%
KRE vs RGEN
+6,296.9%
-6,141.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.7% |
| 7D | +1.3% | -4.9% | +6.2% | +2.2% |
| 30D | -2.7% | +5.7% | -8.4% | -3.8% |
| 3M | +8.2% | +32.4% | -24.2% | +2.2% |
| 6M | +12.8% | +33.2% | -20.4% | +5.9% |
| YTD | +17.5% | +2.3% | +15.2% | +15.6% |
| 1Y | +16.6% | +39.0% | -22.4% | +7.9% |
| 3Y | +79.5% | -4.6% | +84.1% | +72.0% |
| 5Y | +32.4% | -42.7% | +75.1% | +33.0% |
| 10Y | +124.1% | +433.6% | -309.4% | +39.8% |
| All | +155.8% | +6,296.9% | -6,141.2% | -15.9% |
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