+82.9%
KORU vs RIO
+608.6%
-525.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.6% | +8.4% | +8.1% |
| 7D | -1.7% | -3.2% | +1.5% | +3.8% |
| 30D | +13.5% | +0.9% | +12.6% | +13.3% |
| 3M | -45.2% | -1.4% | -43.8% | -40.6% |
| 6M | +17.1% | +10.9% | +6.2% | +24.1% |
| YTD | +154.1% | +31.2% | +122.9% | +123.3% |
| 1Y | +375.7% | +67.9% | +307.8% | +205.5% |
| 3Y | +474.0% | +88.8% | +385.2% | +225.8% |
| 5Y | +60.4% | +93.1% | -32.7% | -12.0% |
| All | +82.9% | +608.6% | -525.7% | -69.3% |
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 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