+54.2%
RGTI vs KNX
+55.2%
-1.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.3% | +1.5% |
| 7D | +0.5% | -5.6% | +6.0% | +3.6% |
| 30D | -17.1% | -4.4% | -12.7% | -14.9% |
| 3M | -26.0% | -17.3% | -8.7% | -18.5% |
| 6M | -9.9% | +22.6% | -32.5% | -20.6% |
| YTD | -31.1% | +31.1% | -62.2% | -42.1% |
| 1Y | -8.5% | +60.2% | -68.7% | -33.4% |
| 3Y | +652.2% | +35.8% | +616.5% | +499.5% |
| 5Y | +56.8% | +38.9% | +17.9% | +22.2% |
| All | +54.2% | +55.2% | -1.0% | +20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling