+99.6%
RIO vs KIM
+37.7%
+61.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.3% |
| 7D | +1.9% | -0.3% | +2.3% | +2.0% |
| 30D | +5.0% | -1.7% | +6.7% | +5.5% |
| 3M | +5.1% | -0.8% | +6.0% | +5.1% |
| 6M | +17.6% | +4.4% | +13.2% | +15.5% |
| YTD | +36.3% | +21.2% | +15.1% | +27.0% |
| 1Y | +71.2% | +10.5% | +60.6% | +64.4% |
| 3Y | +102.7% | +47.5% | +55.2% | +72.6% |
| 5Y | +99.6% | +37.1% | +62.5% | +71.8% |
| All | +99.6% | +37.7% | +61.9% | +71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling