-35.8%
RGEN vs KMX
-64.6%
+28.7%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.5% | +0.4% |
| 7D | -3.3% | +3.4% | -6.7% | -4.4% |
| 30D | -5.8% | +6.8% | -12.7% | -8.2% |
| 3M | +0.2% | -11.4% | +11.6% | +3.5% |
| 6M | +56.8% | +43.6% | +13.2% | +34.4% |
| YTD | +2.4% | +37.7% | -35.3% | -12.9% |
| 1Y | +11.4% | +53.0% | -41.5% | -9.3% |
| 3Y | +15.2% | -16.3% | +31.5% | +13.7% |
| All | -35.8% | -64.6% | +28.7% | -25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling