+128.7%
KEY vs RIO
+51.7%
+77.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +2.9% | -0.9% | +3.9% | +3.2% |
| 30D | +8.4% | -9.1% | +17.5% | +11.7% |
| 3M | -5.8% | -13.7% | +7.9% | -1.5% |
| 6M | +5.4% | -24.3% | +29.8% | +15.2% |
| YTD | +7.1% | +8.9% | -1.8% | -0.4% |
| 1Y | +26.8% | +22.7% | +4.1% | +11.8% |
| 3Y | +128.7% | +51.2% | +77.5% | +72.5% |
| All | +128.7% | +51.7% | +77.0% | +72.5% |
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