+135.5%
KEY vs RIO
+100.4%
+35.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | +2.2% | 0.0% | +2.2% | +2.2% |
| 30D | -3.0% | +4.0% | -7.0% | -4.5% |
| 3M | +3.3% | +0.1% | +3.2% | +3.0% |
| 6M | +9.2% | +12.7% | -3.5% | +2.9% |
| YTD | +10.6% | +35.6% | -24.9% | -4.7% |
| 1Y | +20.4% | +73.7% | -53.3% | -8.0% |
| All | +135.5% | +100.4% | +35.1% | +59.0% |
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 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