+610.4%
RIO vs KIM
+34.7%
+575.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | +1.0% | -1.0% | +1.9% | +1.2% |
| 30D | +4.0% | -1.1% | +5.1% | +4.3% |
| 3M | +4.5% | -5.3% | +9.9% | +5.9% |
| 6M | +17.3% | +3.9% | +13.4% | +15.8% |
| YTD | +36.2% | +20.3% | +15.9% | +28.9% |
| 1Y | +76.1% | +10.4% | +65.7% | +70.5% |
| 3Y | +102.5% | +46.3% | +56.2% | +79.4% |
| 5Y | +103.5% | +37.6% | +66.0% | +81.1% |
| All | +610.4% | +34.7% | +575.7% | +538.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling