+4,862.5%
RIO vs KIM
+3,319.9%
+1,542.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.5% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | -9.1% | +14.1% | -23.2% | -14.0% |
| 3M | -13.7% | +6.0% | -19.7% | -15.9% |
| 6M | -24.3% | +13.2% | -37.6% | -28.5% |
| YTD | +8.9% | +30.4% | -21.5% | -3.0% |
| 1Y | +22.7% | +31.0% | -8.4% | +9.1% |
| 3Y | +51.2% | +67.6% | -16.5% | +19.4% |
| 5Y | +88.1% | +35.8% | +52.3% | +58.5% |
| 10Y | +352.3% | +63.7% | +288.7% | +206.2% |
| All | +4,862.5% | +3,319.9% | +1,542.5% | +1,533.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling