+17.2%
KRMN vs RGEN
+13.2%
+4.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -2.1% | -9.2% | -10.5% |
| 7D | -12.9% | -4.6% | -8.3% | -11.3% |
| 30D | -43.3% | +1.2% | -44.5% | -43.8% |
| 3M | -27.2% | +26.8% | -54.0% | -34.1% |
| 6M | -66.8% | +29.1% | -95.9% | -70.4% |
| YTD | -51.9% | +0.7% | -52.6% | -52.7% |
| 1Y | -43.7% | +39.1% | -82.7% | -50.2% |
| All | +17.2% | +13.2% | +4.0% | +5.0% |
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