+47.2%
KORU vs RIO
+90.3%
-43.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -4.2% | -8.3% | -5.8% |
| 7D | +2.3% | -3.4% | +5.7% | +8.8% |
| 30D | +20.0% | +0.6% | +19.4% | +20.3% |
| 3M | -32.7% | +2.5% | -35.3% | -30.3% |
| 6M | +13.3% | +10.8% | +2.5% | +20.7% |
| YTD | +133.2% | +30.5% | +102.7% | +109.7% |
| 1Y | +357.3% | +68.1% | +289.1% | +203.6% |
| 3Y | +452.7% | +94.0% | +358.6% | +219.4% |
| 5Y | +47.2% | +92.0% | -44.8% | -9.3% |
| All | +47.2% | +90.3% | -43.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling