+652.2%
RGTI vs KNX
+34.6%
+617.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.3% | +1.6% |
| 7D | +0.5% | -5.6% | +6.0% | +3.7% |
| 30D | -17.1% | -4.4% | -12.7% | -14.8% |
| 3M | -26.0% | -17.3% | -8.7% | -18.1% |
| 6M | -9.9% | +22.6% | -32.5% | -21.5% |
| YTD | -31.1% | +31.1% | -62.2% | -43.1% |
| 1Y | -8.5% | +60.2% | -68.7% | -36.0% |
| 3Y | +652.2% | +35.8% | +616.5% | +533.1% |
| All | +652.2% | +34.6% | +617.7% | +533.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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