+650.7%
RGTI vs KEY
+121.2%
+529.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.4% |
| 7D | +2.5% | -0.3% | +2.8% | +2.7% |
| 30D | -13.7% | -3.3% | -10.4% | -11.2% |
| 3M | -22.6% | -0.7% | -21.9% | -22.6% |
| 6M | -13.4% | +12.5% | -25.9% | -21.9% |
| YTD | -31.2% | +8.4% | -39.6% | -35.9% |
| 1Y | -7.6% | +18.4% | -26.1% | -19.7% |
| All | +650.7% | +121.2% | +529.6% | +271.0% |
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