+38.9%
KDP vs RIO
+21.8%
+17.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.6% |
| 7D | -0.8% | -0.9% | +0.1% | -0.7% |
| 30D | +9.7% | -9.1% | +18.8% | +9.9% |
| 3M | +17.6% | -13.7% | +31.3% | +18.0% |
| 6M | +25.8% | -24.3% | +50.1% | +27.4% |
| YTD | +33.9% | +8.9% | +25.0% | +32.8% |
| 1Y | +38.9% | +22.7% | +16.2% | +35.5% |
| All | +38.9% | +21.8% | +17.1% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 1y: compounded portfolio wealth divided by compounded RIO 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…
1y analysis · Full analysis span regression · 6 months rolling