+4,042.0%
KR vs RIO
+6,036.1%
-1,994.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -3.1% | +1.0% | -4.0% | -3.2% |
| 30D | +0.6% | +4.0% | -3.4% | +0.1% |
| 3M | -9.8% | +4.5% | -14.3% | -10.4% |
| 6M | -22.1% | +17.3% | -39.5% | -23.9% |
| YTD | -8.1% | +36.2% | -44.3% | -11.9% |
| 1Y | -14.7% | +76.1% | -90.8% | -20.7% |
| 3Y | +28.6% | +102.5% | -74.0% | +16.5% |
| 5Y | +36.4% | +103.5% | -67.2% | +22.1% |
| 10Y | +120.8% | +619.2% | -498.4% | +65.2% |
| All | +4,042.0% | +6,036.1% | -1,994.1% | +2,059.2% |
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