+3,598.2%
KO vs RIO
+6,036.1%
-2,437.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -0.8% | +1.0% | -1.7% | -0.9% |
| 30D | +0.8% | +4.0% | -3.2% | +0.3% |
| 3M | +8.3% | +4.5% | +3.8% | +7.5% |
| 6M | +14.0% | +17.3% | -3.3% | +11.3% |
| YTD | +26.9% | +36.2% | -9.3% | +21.3% |
| 1Y | +32.7% | +76.1% | -43.5% | +22.4% |
| 3Y | +63.9% | +102.5% | -38.6% | +47.5% |
| 5Y | +81.7% | +103.5% | -21.8% | +61.4% |
| 10Y | +183.0% | +619.2% | -436.2% | +110.6% |
| All | +3,598.2% | +6,036.1% | -2,437.9% | +1,841.6% |
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 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