+376.8%
KGC vs RIO
+4,925.8%
-4,549.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | +0.2% | +0.5% | -0.3% | +0.1% |
| 30D | -8.8% | -9.9% | +1.1% | -4.7% |
| 3M | -21.1% | -14.0% | -7.1% | -15.6% |
| 6M | -32.3% | -19.5% | -12.8% | -25.4% |
| YTD | -23.5% | +11.5% | -35.0% | -25.3% |
| 1Y | -15.0% | +26.9% | -41.9% | -21.1% |
| 3Y | +327.5% | +55.1% | +272.4% | +266.2% |
| 5Y | +244.3% | +90.7% | +153.6% | +171.4% |
| 10Y | +634.8% | +363.3% | +271.4% | +286.5% |
| All | +376.8% | +4,925.8% | -4,549.1% | +40.7% |
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