+121.9%
KRE vs RIO
+608.6%
-486.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -1.8% | -3.2% | +1.4% | -0.5% |
| 30D | -4.5% | +0.9% | -5.4% | -5.1% |
| 3M | +2.7% | -1.4% | +4.2% | +2.7% |
| 6M | +16.9% | +10.9% | +5.9% | +9.7% |
| YTD | +15.4% | +31.2% | -15.9% | -0.4% |
| 1Y | +16.1% | +67.9% | -51.8% | -11.0% |
| 3Y | +85.7% | +88.8% | -3.1% | +32.1% |
| 5Y | +33.3% | +93.1% | -59.9% | -10.3% |
| All | +121.9% | +608.6% | -486.7% | -14.7% |
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