+585.5%
KGC vs RIO
+6,008.3%
-5,422.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.4% |
| 7D | -1.3% | 0.0% | -1.3% | -1.2% |
| 30D | +20.3% | +4.0% | +16.3% | +18.7% |
| 3M | +8.1% | +0.1% | +8.0% | +8.7% |
| 6M | -8.8% | +12.7% | -21.5% | -12.1% |
| YTD | +10.1% | +35.6% | -25.5% | -1.1% |
| 1Y | +44.2% | +73.7% | -29.5% | +17.9% |
| 3Y | +533.0% | +93.3% | +439.7% | +393.8% |
| 5Y | +443.0% | +92.4% | +350.6% | +321.8% |
| 10Y | +678.6% | +606.9% | +71.6% | +245.3% |
| All | +585.5% | +6,008.3% | -5,422.8% | +86.3% |
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