-18.3%
KGC vs RIO
+21.8%
-40.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.7% |
| 7D | -6.7% | -0.9% | -5.7% | -5.5% |
| 30D | -6.7% | -9.1% | +2.4% | +4.3% |
| 3M | -22.6% | -13.7% | -8.9% | -7.7% |
| 6M | -33.4% | -24.3% | -9.1% | -8.2% |
| YTD | -26.0% | +8.9% | -34.9% | -25.3% |
| 1Y | -18.3% | +22.7% | -41.0% | -24.0% |
| All | -18.3% | +21.8% | -40.1% | -24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling