+111.8%
KMI vs RIO
+275.2%
-163.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.1% | -0.8% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | +0.9% | +4.0% | -3.1% | -0.8% |
| 3M | 0.0% | +0.1% | -0.2% | -0.8% |
| 6M | -5.7% | +12.7% | -18.4% | -11.2% |
| YTD | +17.5% | +35.6% | -18.1% | +2.5% |
| 1Y | +22.3% | +73.7% | -51.4% | -3.4% |
| 3Y | +111.9% | +93.3% | +18.6% | +57.0% |
| 5Y | +151.8% | +92.4% | +59.4% | +81.6% |
| 10Y | +138.7% | +606.9% | -468.3% | +1.7% |
| All | +111.8% | +275.2% | -163.3% | -2.3% |
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