+12.2%
KEY vs RIO
+94.1%
-81.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.8% |
| 7D | -1.3% | +2.2% | -3.5% | -2.1% |
| 30D | +5.1% | -10.1% | +15.3% | +9.5% |
| 3M | -7.1% | -14.1% | +7.0% | -1.8% |
| 6M | -4.4% | -18.9% | +14.5% | +2.8% |
| YTD | +4.0% | +9.9% | -5.9% | -3.2% |
| 1Y | +23.4% | +27.0% | -3.6% | +7.5% |
| 3Y | +113.9% | +50.1% | +63.8% | +69.1% |
| All | +12.2% | +94.1% | -81.9% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling