+1,080.2%
KEYS vs RIO
+390.4%
+689.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.7% |
| 7D | +4.4% | +1.9% | +2.5% | +3.7% |
| 30D | -2.2% | +5.0% | -7.2% | -4.1% |
| 3M | +0.5% | +5.1% | -4.6% | -1.5% |
| 6M | +22.4% | +17.6% | +4.8% | +15.0% |
| YTD | +64.1% | +36.3% | +27.8% | +46.1% |
| 1Y | +97.0% | +71.2% | +25.8% | +61.5% |
| 3Y | +152.0% | +102.7% | +49.3% | +93.8% |
| 5Y | +83.7% | +99.6% | -15.8% | +38.4% |
| 10Y | +997.9% | +603.1% | +394.8% | +441.3% |
| All | +1,080.2% | +390.4% | +689.9% | +512.4% |
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