-42.8%
RGEN vs KIM
+37.7%
-80.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.2% |
| 7D | -0.9% | -0.3% | -0.6% | -0.7% |
| 30D | +2.8% | -1.7% | +4.5% | +3.8% |
| 3M | +34.5% | -0.8% | +35.3% | +34.4% |
| 6M | +40.5% | +4.4% | +36.1% | +35.9% |
| YTD | +2.8% | +21.2% | -18.4% | -9.8% |
| 1Y | +39.6% | +10.5% | +29.1% | +29.8% |
| 3Y | +4.4% | +47.5% | -43.1% | -19.4% |
| 5Y | -42.8% | +37.1% | -79.8% | -52.0% |
| All | -42.8% | +37.7% | -80.5% | -52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling