+51.8%
RIO vs KIM
+65.0%
-13.2%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.8% |
| 7D | +0.1% | -0.7% | +0.8% | +0.3% |
| 30D | -10.5% | +13.4% | -23.9% | -13.3% |
| 3M | -15.9% | +6.5% | -22.5% | -17.2% |
| 6M | -22.3% | +10.6% | -32.9% | -24.6% |
| YTD | +9.3% | +29.9% | -20.6% | +1.1% |
| 1Y | +23.0% | +29.6% | -6.5% | +13.8% |
| All | +51.8% | +65.0% | -13.2% | +27.7% |
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