+177.9%
KO vs RIO
+604.6%
-426.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.5% | +1.0% |
| 7D | -1.1% | -3.4% | +2.3% | -0.6% |
| 30D | +1.6% | +0.6% | +1.0% | +1.4% |
| 3M | +5.8% | +2.5% | +3.2% | +5.1% |
| 6M | +14.3% | +10.8% | +3.5% | +11.7% |
| YTD | +27.3% | +30.5% | -3.2% | +20.6% |
| 1Y | +33.2% | +68.1% | -35.0% | +20.2% |
| 3Y | +64.5% | +94.0% | -29.6% | +42.8% |
| 5Y | +83.1% | +92.0% | -8.9% | +56.0% |
| All | +177.9% | +604.6% | -426.7% | +91.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling