+404.4%
RGEN vs KMX
+11.6%
+392.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.1% |
| 7D | -1.4% | -3.1% | +1.7% | -0.5% |
| 30D | -0.3% | +4.4% | -4.8% | -1.7% |
| 3M | +23.9% | +18.9% | +5.0% | +16.5% |
| 6M | +38.5% | +44.3% | -5.7% | +21.2% |
| YTD | +0.8% | +58.7% | -57.9% | -14.9% |
| 1Y | +38.2% | +0.1% | +38.1% | +32.4% |
| 3Y | +1.3% | -24.4% | +25.7% | +4.0% |
| 5Y | -44.0% | -54.4% | +10.4% | -37.3% |
| All | +404.4% | +11.6% | +392.8% | +336.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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