+1,716.3%
KKR vs RIO
+488.5%
+1,227.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.1% |
| 7D | -0.6% | +1.9% | -2.6% | -1.5% |
| 30D | +3.0% | +5.0% | -1.9% | +0.5% |
| 3M | +13.6% | +5.1% | +8.5% | +10.4% |
| 6M | +16.2% | +17.6% | -1.4% | +6.4% |
| YTD | -16.6% | +36.3% | -52.9% | -29.3% |
| 1Y | -23.2% | +71.2% | -94.4% | -41.7% |
| 3Y | +71.7% | +102.7% | -31.0% | +18.0% |
| 5Y | +74.8% | +99.6% | -24.8% | +18.1% |
| 10Y | +711.6% | +603.1% | +108.5% | +187.3% |
| All | +1,716.3% | +488.5% | +1,227.8% | +544.6% |
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 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