+90.1%
KEYS vs RIO
+91.0%
-1.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.8% |
| 7D | +3.5% | -3.2% | +6.7% | +4.9% |
| 30D | -4.5% | +0.9% | -5.4% | -5.0% |
| 3M | -0.4% | -1.4% | +1.0% | -0.1% |
| 6M | +19.1% | +10.9% | +8.2% | +13.7% |
| YTD | +66.7% | +31.2% | +35.4% | +48.9% |
| 1Y | +96.5% | +67.9% | +28.5% | +59.5% |
| 3Y | +155.2% | +88.8% | +66.4% | +97.6% |
| All | +90.1% | +91.0% | -1.0% | +46.5% |
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 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