+1,278.3%
KDP vs RIO
+124.5%
+1,153.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | +2.2% | +2.2% | 0.0% | +1.9% |
| 30D | +19.9% | -10.1% | +30.1% | +22.0% |
| 3M | +21.5% | -14.1% | +35.6% | +24.3% |
| 6M | +30.1% | -18.9% | +49.0% | +34.1% |
| YTD | +34.9% | +9.9% | +25.0% | +31.8% |
| 1Y | +43.4% | +27.0% | +16.4% | +36.7% |
| 3Y | +29.1% | +50.1% | -21.0% | +18.6% |
| 5Y | +15.0% | +95.3% | -80.3% | -0.7% |
| 10Y | +234.1% | +425.9% | -191.8% | +134.8% |
| All | +1,278.3% | +124.5% | +1,153.8% | +755.8% |
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