+1,117.5%
KDP vs RIO
+176.9%
+940.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | +1.3% | 0.0% | +1.3% | +1.3% |
| 30D | +6.0% | +4.0% | +2.0% | +5.2% |
| 3M | +9.2% | +0.1% | +9.1% | +8.9% |
| 6M | +14.7% | +12.7% | +2.0% | +11.9% |
| YTD | +19.2% | +35.6% | -16.4% | +12.6% |
| 1Y | +15.2% | +73.7% | -58.5% | +4.3% |
| 3Y | +6.0% | +93.3% | -87.3% | -6.6% |
| 5Y | +5.4% | +92.4% | -87.0% | -8.5% |
| 10Y | +171.9% | +606.9% | -435.1% | +81.9% |
| All | +1,117.5% | +176.9% | +940.6% | +631.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling