+54.2%
RGTI vs KIM
+45.6%
+8.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.2% | +1.0% |
| 7D | +0.5% | -1.7% | +2.2% | +1.7% |
| 30D | -17.1% | -3.0% | -14.1% | -15.5% |
| 3M | -26.0% | -8.9% | -17.1% | -21.7% |
| 6M | -9.9% | +2.4% | -12.2% | -12.9% |
| YTD | -31.1% | +18.3% | -49.4% | -40.8% |
| 1Y | -8.5% | +8.2% | -16.7% | -16.2% |
| 3Y | +652.2% | +44.0% | +608.2% | +440.6% |
| 5Y | +56.8% | +37.3% | +19.4% | +23.8% |
| All | +54.2% | +45.6% | +8.6% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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