+54.2%
RGTI vs KEY
+38.4%
+15.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.4% |
| 7D | +0.5% | -1.5% | +2.0% | +1.4% |
| 30D | -17.1% | -3.7% | -13.4% | -15.2% |
| 3M | -26.0% | -1.3% | -24.7% | -25.7% |
| 6M | -9.9% | +13.3% | -23.2% | -16.4% |
| YTD | -31.1% | +9.0% | -40.0% | -34.4% |
| 1Y | -8.5% | +18.7% | -27.2% | -16.8% |
| 3Y | +652.2% | +125.3% | +527.0% | +396.6% |
| 5Y | +56.8% | +40.2% | +16.6% | +20.9% |
| All | +54.2% | +38.4% | +15.9% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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