+21.3%
KWEB vs RGEN
+1,477.9%
-1,456.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.8% |
| 7D | -3.6% | -4.6% | +1.0% | -2.6% |
| 30D | -14.9% | +1.2% | -16.1% | -15.3% |
| 3M | -5.4% | +26.8% | -32.3% | -11.2% |
| 6M | -18.9% | +29.1% | -47.9% | -24.7% |
| YTD | -27.2% | +0.7% | -28.0% | -28.6% |
| 1Y | -34.2% | +39.1% | -73.3% | -40.5% |
| 3Y | +0.6% | +2.2% | -1.6% | -7.3% |
| 5Y | -43.5% | -44.0% | +0.5% | -42.9% |
| 10Y | -20.6% | +412.7% | -433.3% | -48.0% |
| All | +21.3% | +1,477.9% | -1,456.6% | -40.3% |
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