+53.9%
RGTI vs KIM
+48.0%
+5.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.0% |
| 7D | +2.5% | -1.0% | +3.4% | +3.2% |
| 30D | -13.7% | -1.1% | -12.6% | -13.1% |
| 3M | -22.6% | -5.3% | -17.3% | -20.3% |
| 6M | -13.4% | +3.9% | -17.3% | -17.2% |
| YTD | -31.2% | +20.3% | -51.5% | -41.5% |
| 1Y | -7.6% | +10.4% | -18.1% | -16.6% |
| 3Y | +669.7% | +46.3% | +623.4% | +447.2% |
| 5Y | +57.0% | +37.6% | +19.5% | +22.7% |
| All | +53.9% | +48.0% | +5.9% | +19.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling