+935.3%
KEY vs RIO
+4,852.5%
-3,917.2%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.3% |
| 3M | -7.1% | -14.1% | +7.0% | -2.0% |
| 6M | -4.4% | -18.9% | +14.5% | +2.4% |
| YTD | +4.0% | +9.9% | -5.9% | -1.4% |
| 1Y | +23.4% | +27.0% | -3.6% | +10.7% |
| 3Y | +113.9% | +50.1% | +63.8% | +78.0% |
| 5Y | +12.3% | +95.3% | -82.9% | -16.9% |
| 10Y | +125.5% | +425.9% | -300.4% | +17.3% |
| All | +935.3% | +4,852.5% | -3,917.2% | +174.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling