+1,912.9%
KMB vs RIO
+4,852.5%
-2,939.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -1.9% |
| 7D | +0.5% | +2.2% | -1.8% | +0.2% |
| 30D | +12.4% | -10.1% | +22.5% | +13.7% |
| 3M | +1.0% | -14.1% | +15.1% | +2.7% |
| 6M | +12.1% | -18.9% | +31.0% | +14.5% |
| YTD | +11.6% | +9.9% | +1.7% | +9.8% |
| 1Y | +13.1% | +27.0% | -13.9% | +9.4% |
| 3Y | +1.6% | +50.1% | -48.5% | -4.3% |
| 5Y | -0.3% | +95.3% | -95.6% | -10.2% |
| 10Y | +37.9% | +425.9% | -388.0% | +7.4% |
| All | +1,912.9% | +4,852.5% | -2,939.6% | +919.1% |
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 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