+167.0%
KEY vs RIO
+600.2%
-433.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.0% |
| 7D | +2.7% | +1.9% | +0.8% | +1.7% |
| 30D | -3.2% | +5.0% | -8.2% | -6.0% |
| 3M | +1.0% | +5.1% | -4.2% | -2.5% |
| 6M | +11.9% | +17.6% | -5.8% | +0.4% |
| YTD | +8.7% | +36.3% | -27.6% | -10.9% |
| 1Y | +18.5% | +71.2% | -52.7% | -15.1% |
| 3Y | +124.0% | +102.7% | +21.2% | +42.4% |
| 5Y | +40.8% | +99.6% | -58.8% | -13.9% |
| 10Y | +167.0% | +603.1% | -436.1% | -16.4% |
| All | +167.0% | +600.2% | -433.2% | -16.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling