+710.2%
KGC vs RIO
+605.0%
+105.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -0.1% | +1.0% | -1.1% | -0.6% |
| 30D | +10.5% | +4.0% | +6.4% | +8.6% |
| 3M | +19.8% | +4.5% | +15.3% | +17.8% |
| 6M | -6.7% | +17.3% | -24.0% | -12.6% |
| YTD | +7.8% | +36.2% | -28.4% | -5.2% |
| 1Y | +35.7% | +76.1% | -40.5% | +6.8% |
| 3Y | +553.7% | +102.5% | +451.2% | +381.9% |
| 5Y | +461.7% | +103.5% | +358.2% | +309.6% |
| 10Y | +710.2% | +619.2% | +91.0% | +222.8% |
| All | +710.2% | +605.0% | +105.2% | +222.8% |
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