+378.1%
KGC vs RIO
+4,900.4%
-4,522.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.1% | -3.6% | -4.9% |
| 7D | +8.0% | +3.6% | +4.5% | +6.6% |
| 30D | -9.3% | -10.8% | +1.5% | -4.8% |
| 3M | -21.3% | -15.2% | -6.1% | -15.4% |
| 6M | -31.5% | -18.0% | -13.5% | -25.0% |
| YTD | -23.2% | +11.0% | -34.2% | -24.9% |
| 1Y | -15.0% | +26.4% | -41.4% | -21.0% |
| 3Y | +328.7% | +54.4% | +274.4% | +268.0% |
| 5Y | +262.9% | +98.1% | +164.8% | +182.2% |
| 10Y | +568.9% | +358.5% | +210.4% | +253.4% |
| All | +378.1% | +4,900.4% | -4,522.3% | +41.4% |
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