+1,001.3%
KEY vs RIO
+6,008.3%
-5,006.9%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.6% |
| 3M | +3.3% | +0.1% | +3.2% | +2.7% |
| 6M | +9.2% | +12.7% | -3.5% | +3.2% |
| YTD | +10.6% | +35.6% | -24.9% | -2.9% |
| 1Y | +20.4% | +73.7% | -53.3% | -4.1% |
| 3Y | +121.8% | +93.3% | +28.5% | +68.2% |
| 5Y | +41.1% | +92.4% | -51.3% | +4.9% |
| 10Y | +168.5% | +606.9% | -438.4% | +25.5% |
| All | +1,001.3% | +6,008.3% | -5,006.9% | +170.5% |
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 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