+434.6%
RGEN vs KIM
+63.9%
+370.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.5% | -0.7% |
| 7D | -3.1% | -1.0% | -2.1% | -2.9% |
| 30D | +0.1% | +14.8% | -14.7% | -2.7% |
| 3M | +4.8% | +8.1% | -3.4% | +3.1% |
| 6M | +48.9% | +11.7% | +37.3% | +45.4% |
| YTD | +5.3% | +30.7% | -25.4% | -0.4% |
| 1Y | +12.5% | +29.7% | -17.2% | +6.6% |
| 3Y | +17.0% | +65.1% | -48.1% | +7.0% |
| 5Y | -35.4% | +34.7% | -70.0% | -39.6% |
| 10Y | +434.6% | +64.1% | +370.5% | +390.2% |
| All | +434.6% | +63.9% | +370.7% | +390.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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