+14.7%
KMB vs RIO
+605.0%
-590.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.1% |
| 7D | -8.6% | +1.0% | -9.6% | -8.7% |
| 30D | -7.5% | +4.0% | -11.6% | -7.9% |
| 3M | -0.6% | +4.5% | -5.2% | -1.2% |
| 6M | -1.5% | +17.3% | -18.9% | -3.5% |
| YTD | +1.6% | +36.2% | -34.6% | -2.1% |
| 1Y | -20.8% | +76.1% | -96.9% | -25.8% |
| 3Y | -12.4% | +102.5% | -114.9% | -19.6% |
| 5Y | -12.9% | +103.5% | -116.5% | -21.3% |
| 10Y | +14.7% | +619.2% | -604.5% | -15.1% |
| All | +14.7% | +605.0% | -590.2% | -15.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling