+105.3%
KEY vs RIO
+353.3%
-248.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.8% |
| 7D | +0.5% | +3.6% | -3.1% | -1.4% |
| 30D | +6.9% | -10.8% | +17.7% | +13.3% |
| 3M | -5.0% | -15.2% | +10.2% | +3.0% |
| 6M | +0.7% | -18.0% | +18.7% | +10.1% |
| YTD | +6.5% | +11.0% | -4.5% | -3.0% |
| 1Y | +22.6% | +26.4% | -3.7% | +3.7% |
| 3Y | +125.3% | +54.4% | +71.0% | +65.9% |
| 5Y | +13.9% | +98.1% | -84.2% | -31.5% |
| 10Y | +105.3% | +358.5% | -253.2% | -16.0% |
| All | +105.3% | +353.3% | -248.0% | -16.0% |
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