+224.5%
KEEL vs RIO
+88.2%
+136.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.6% | +3.2% | +3.1% |
| 7D | +2.9% | -3.2% | +6.1% | +6.9% |
| 30D | +0.8% | +0.9% | -0.1% | +0.6% |
| 3M | -35.3% | -1.4% | -33.9% | -34.4% |
| 6M | +59.4% | +10.9% | +48.4% | +43.1% |
| YTD | +51.9% | +31.2% | +20.7% | +15.1% |
| 1Y | +75.0% | +67.9% | +7.1% | +2.9% |
| 3Y | +224.5% | +88.8% | +135.8% | +58.6% |
| All | +224.5% | +88.2% | +136.4% | +58.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling