+52.0%
KR vs RIO
+91.0%
-39.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.1% | +2.7% |
| 7D | -0.2% | -3.2% | +3.0% | 0.0% |
| 30D | +5.1% | +0.9% | +4.1% | +5.0% |
| 3M | -8.2% | -1.4% | -6.7% | -8.0% |
| 6M | -18.0% | +10.9% | -28.9% | -18.8% |
| YTD | -4.8% | +31.2% | -36.0% | -7.4% |
| 1Y | -11.0% | +67.9% | -78.9% | -15.6% |
| 3Y | +37.7% | +88.8% | -51.1% | +27.5% |
| All | +52.0% | +91.0% | -39.0% | +32.8% |
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