+82.8%
RIO vs KRMN
+17.4%
+65.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -11.3% | +11.2% | +1.2% |
| 7D | +1.0% | -12.9% | +13.8% | +2.5% |
| 30D | +4.0% | -43.3% | +47.4% | +10.8% |
| 3M | +4.5% | -27.2% | +31.7% | +7.6% |
| 6M | +17.3% | -66.8% | +84.1% | +30.3% |
| YTD | +36.2% | -51.9% | +88.0% | +44.0% |
| 1Y | +76.1% | -43.7% | +119.8% | +81.9% |
| All | +82.8% | +17.4% | +65.4% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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