+43.2%
KO vs RIO
+29.3%
+13.9%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.6% | -2.5% | +1.2% |
| 7D | +4.4% | -1.6% | +6.0% | +4.3% |
| 30D | +10.7% | -11.6% | +22.3% | +10.3% |
| 3M | +11.3% | -12.7% | +24.1% | +10.9% |
| 6M | +24.0% | -12.4% | +36.4% | +23.5% |
| YTD | +39.7% | +11.0% | +28.7% | +41.1% |
| 1Y | +43.2% | +30.8% | +12.4% | +43.4% |
| All | +43.2% | +29.3% | +13.9% | +43.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling