+95.9%
RIO vs KIM
+45.1%
+50.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +15.5% |
| YTD | +36.2% | +20.3% | +15.9% | +28.0% |
| 1Y | +76.1% | +10.4% | +65.7% | +69.8% |
| All | +95.9% | +45.1% | +50.8% | +71.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling