+56.8%
RGTI vs KEYS
+87.1%
-30.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.3% | -3.0% |
| 7D | +0.5% | +3.5% | -3.0% | -2.8% |
| 30D | -17.1% | -4.5% | -12.6% | -13.5% |
| 3M | -26.0% | -0.4% | -25.6% | -25.8% |
| 6M | -9.9% | +19.1% | -29.0% | -23.6% |
| YTD | -31.1% | +66.7% | -97.7% | -59.9% |
| 1Y | -8.5% | +96.5% | -105.0% | -54.9% |
| 3Y | +652.2% | +155.2% | +497.1% | +198.8% |
| All | +56.8% | +87.1% | -30.3% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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