+31.4%
KORU vs RIO
+433.2%
-401.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.0% | +0.9% |
| 7D | +24.3% | +1.9% | +22.4% | +21.4% |
| 30D | +37.3% | +5.0% | +32.4% | +29.6% |
| 3M | -32.8% | +5.1% | -37.9% | -32.8% |
| 6M | +36.9% | +17.6% | +19.3% | +33.8% |
| YTD | +162.6% | +36.3% | +126.3% | +123.8% |
| 1Y | +467.0% | +71.2% | +395.8% | +274.7% |
| 3Y | +522.4% | +102.7% | +419.7% | +252.5% |
| 5Y | +57.9% | +99.6% | -41.7% | -7.3% |
| 10Y | +70.8% | +603.1% | -532.4% | -64.0% |
| All | +31.4% | +433.2% | -401.8% | -69.1% |
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