+580.6%
RIO vs KIM
+33.1%
+547.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.0% | -3.9% |
| 7D | -3.4% | -1.5% | -1.9% | -3.0% |
| 30D | +0.6% | -1.7% | +2.3% | +1.0% |
| 3M | +2.5% | -7.1% | +9.7% | +4.4% |
| 6M | +10.8% | +2.9% | +7.9% | +9.6% |
| YTD | +30.5% | +18.8% | +11.6% | +23.9% |
| 1Y | +68.1% | +9.4% | +58.7% | +63.2% |
| 3Y | +94.0% | +44.6% | +49.5% | +72.5% |
| 5Y | +92.0% | +37.9% | +54.1% | +70.8% |
| All | +580.6% | +33.1% | +547.5% | +513.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded KIM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling