+145.4%
KEYS vs RIO
+87.1%
+58.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.2% | +2.6% | +0.6% |
| 7D | +0.9% | -3.4% | +4.3% | +2.8% |
| 30D | -5.3% | +0.6% | -5.8% | -5.8% |
| 3M | +0.5% | +2.5% | -2.0% | -1.3% |
| 6M | +14.0% | +10.8% | +3.3% | +6.9% |
| YTD | +60.3% | +30.5% | +29.8% | +37.3% |
| 1Y | +91.3% | +68.1% | +23.2% | +42.7% |
| All | +145.4% | +87.1% | +58.3% | +70.2% |
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