+587.2%
KGC vs RIO
+354.4%
+232.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -6.7% | -0.9% | -5.7% | -6.1% |
| 30D | -6.7% | -9.1% | +2.4% | -1.7% |
| 3M | -22.6% | -13.7% | -8.9% | -16.0% |
| 6M | -33.4% | -24.3% | -9.1% | -22.6% |
| YTD | -26.0% | +8.9% | -34.9% | -26.7% |
| 1Y | -18.3% | +22.7% | -41.0% | -23.2% |
| 3Y | +315.8% | +51.2% | +264.6% | +255.8% |
| 5Y | +225.7% | +88.1% | +137.6% | +156.3% |
| All | +587.2% | +354.4% | +232.8% | +311.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling