+1,956.2%
KMB vs RIO
+4,900.4%
-2,944.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.8% |
| 7D | +6.0% | +3.6% | +2.5% | +5.6% |
| 30D | +13.5% | -10.8% | +24.3% | +15.0% |
| 3M | +3.8% | -15.2% | +19.0% | +5.7% |
| 6M | +15.6% | -18.0% | +33.6% | +17.9% |
| YTD | +14.0% | +11.0% | +3.0% | +12.1% |
| 1Y | +12.9% | +26.4% | -13.4% | +9.3% |
| 3Y | +3.7% | +54.4% | -50.6% | -2.6% |
| 5Y | -0.1% | +98.1% | -98.1% | -10.1% |
| 10Y | +41.1% | +358.5% | -317.4% | +11.8% |
| All | +1,956.2% | +4,900.4% | -2,944.2% | +939.9% |
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