+12.5%
RGEN vs KIM
+31.2%
-18.7%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.5% | -0.7% |
| 7D | -3.1% | -1.0% | -2.1% | -3.0% |
| 30D | +0.1% | +14.8% | -14.7% | -2.1% |
| 3M | +4.8% | +8.1% | -3.4% | +3.7% |
| 6M | +48.9% | +11.7% | +37.3% | +44.0% |
| YTD | +5.3% | +30.7% | -25.4% | -3.0% |
| 1Y | +12.5% | +29.7% | -17.2% | +5.2% |
| All | +12.5% | +31.2% | -18.7% | +5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling