-42.1%
KWEB vs RGEN
-44.2%
+2.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -13.1% |
| 6M | -19.3% | +38.5% | -57.9% | -27.1% |
| YTD | -27.8% | +0.8% | -28.6% | -29.1% |
| 1Y | -35.9% | +38.2% | -74.2% | -42.7% |
| 3Y | -1.9% | +1.3% | -3.2% | -10.1% |
| All | -42.1% | -44.2% | +2.1% | -45.2% |
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