+17.4%
KRMN vs RGEN
+13.3%
+4.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.5% |
| 7D | -11.8% | -1.4% | -10.3% | -11.2% |
| 30D | -43.0% | -0.3% | -42.7% | -43.2% |
| 3M | -28.8% | +23.9% | -52.7% | -35.0% |
| 6M | -66.3% | +38.5% | -104.9% | -70.8% |
| YTD | -51.8% | +0.8% | -52.6% | -52.7% |
| 1Y | -44.7% | +38.2% | -82.9% | -51.0% |
| All | +17.4% | +13.3% | +4.2% | +5.2% |
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