-10.9%
KMB vs RIO
+97.3%
-108.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.5% | -2.0% |
| 7D | -2.7% | +1.9% | -4.7% | -2.8% |
| 30D | -5.0% | +5.0% | -10.0% | -5.3% |
| 3M | +6.6% | +5.1% | +1.4% | +6.2% |
| 6M | +1.0% | +17.6% | -16.7% | -0.1% |
| YTD | +6.0% | +36.3% | -30.3% | +3.9% |
| 1Y | -16.6% | +71.2% | -87.8% | -19.2% |
| 3Y | -8.6% | +102.7% | -111.3% | -12.4% |
| 5Y | -10.9% | +99.6% | -110.4% | -15.8% |
| All | -10.9% | +97.3% | -108.2% | -15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling