-24.4%
KVUE vs RGEN
+0.7%
-25.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -6.1% | -2.9% | -3.2% | -6.1% |
| 30D | -5.6% | -0.1% | -5.5% | -5.6% |
| 3M | -0.3% | +25.9% | -26.3% | -0.8% |
| 6M | +1.4% | +35.2% | -33.9% | +0.8% |
| YTD | +6.7% | +0.5% | +6.2% | +6.3% |
| 1Y | +1.0% | +37.0% | -36.0% | +0.1% |
| 3Y | -5.4% | +2.0% | -7.4% | -6.8% |
| All | -24.4% | +0.7% | -25.1% | -25.2% |
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 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