-22.5%
KWEB vs RGEN
+415.7%
-438.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -5.6% | -1.4% | -4.1% | -5.2% |
| 30D | -10.7% | -0.3% | -10.4% | -10.8% |
| 3M | -7.4% | +23.9% | -31.3% | -13.4% |
| 6M | -19.3% | +38.5% | -57.9% | -27.5% |
| YTD | -27.8% | +0.8% | -28.6% | -29.3% |
| 1Y | -35.9% | +38.2% | -74.2% | -43.0% |
| 3Y | -1.9% | +1.3% | -3.2% | -11.0% |
| 5Y | -43.2% | -44.0% | +0.8% | -42.3% |
| All | -22.5% | +415.7% | -438.2% | -55.2% |
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 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