+152.5%
KRE vs RIO
+589.3%
-436.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.5% |
| 7D | +2.3% | +1.9% | +0.4% | +1.6% |
| 30D | -2.5% | +5.0% | -7.4% | -4.3% |
| 3M | +6.2% | +5.1% | +1.1% | +3.8% |
| 6M | +15.8% | +17.6% | -1.8% | +8.2% |
| YTD | +16.0% | +36.3% | -20.3% | +2.5% |
| 1Y | +16.2% | +71.2% | -55.0% | -5.6% |
| 3Y | +86.4% | +102.7% | -16.3% | +41.2% |
| 5Y | +33.0% | +99.6% | -66.6% | -1.3% |
| 10Y | +123.0% | +603.1% | -480.1% | +6.7% |
| All | +152.5% | +589.3% | -436.7% | -6.8% |
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 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