+62.8%
KKR vs RIO
+87.1%
-24.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.2% | +1.1% | -1.7% |
| 7D | -8.1% | -3.4% | -4.7% | -7.1% |
| 30D | -9.1% | +0.6% | -9.7% | -9.4% |
| 3M | +6.4% | +2.5% | +3.8% | +5.1% |
| 6M | +12.6% | +10.8% | +1.8% | +7.7% |
| YTD | -20.4% | +30.5% | -50.9% | -29.1% |
| 1Y | -27.1% | +68.1% | -95.2% | -41.6% |
| All | +62.8% | +87.1% | -24.3% | +18.6% |
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