+154.0%
KMI vs RIO
+90.3%
+63.7%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.2% | +2.7% | -0.5% |
| 7D | -2.1% | -3.4% | +1.3% | -1.3% |
| 30D | -1.7% | +0.6% | -2.3% | -2.0% |
| 3M | -1.9% | +2.5% | -4.4% | -2.9% |
| 6M | -4.3% | +10.8% | -15.1% | -7.9% |
| YTD | +15.8% | +30.5% | -14.7% | +5.7% |
| 1Y | +17.6% | +68.1% | -50.6% | -0.9% |
| 3Y | +113.1% | +94.0% | +19.1% | +67.4% |
| 5Y | +154.0% | +92.0% | +62.0% | +97.6% |
| All | +154.0% | +90.3% | +63.7% | +97.6% |
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 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