+552.0%
KGC vs RIO
+104.4%
+447.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.9% | -2.8% |
| 7D | +2.4% | +1.9% | +0.5% | +0.8% |
| 30D | +9.2% | +5.0% | +4.3% | +5.4% |
| 3M | +16.7% | +5.1% | +11.6% | +12.8% |
| 6M | -7.0% | +17.6% | -24.6% | -16.7% |
| YTD | +7.5% | +36.3% | -28.8% | -11.6% |
| 1Y | +34.4% | +71.2% | -36.8% | -3.4% |
| 3Y | +552.0% | +102.7% | +449.3% | +329.0% |
| All | +552.0% | +104.4% | +447.5% | +329.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling