+807.5%
RGTI vs KEY
+127.6%
+679.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.6% | -7.5% | -7.4% |
| 7D | -18.1% | +2.9% | -21.1% | -20.1% |
| 30D | -17.6% | +8.4% | -26.1% | -23.2% |
| 3M | -48.3% | -5.8% | -42.6% | -45.6% |
| 6M | -47.8% | +5.4% | -53.2% | -50.5% |
| YTD | -56.6% | +7.1% | -63.6% | -59.2% |
| 1Y | -61.8% | +26.8% | -88.6% | -68.9% |
| 3Y | +807.5% | +128.7% | +678.9% | +293.3% |
| All | +807.5% | +127.6% | +679.9% | +293.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling