+22.5%
KORU vs RIO
+29.3%
-6.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.6% | -8.9% | -16.2% |
| 7D | -24.3% | -1.6% | -22.7% | -21.1% |
| 30D | -54.2% | -11.6% | -42.6% | -32.6% |
| 3M | -45.4% | -12.7% | -32.7% | -15.0% |
| 6M | -66.5% | -12.4% | -54.1% | -34.1% |
| YTD | +14.9% | +11.0% | +3.9% | +67.1% |
| 1Y | +22.5% | +30.8% | -8.3% | +9.3% |
| All | +22.5% | +29.3% | -6.8% | +9.3% |
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 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