+619.6%
RIOT vs KIM
+63.6%
+556.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.9% |
| 7D | +4.8% | +0.1% | +4.7% | +4.8% |
| 30D | +16.0% | +14.1% | +1.9% | +8.0% |
| 3M | -8.8% | +6.0% | -14.8% | -12.0% |
| 6M | -29.7% | +13.2% | -42.9% | -35.0% |
| YTD | +38.3% | +30.4% | +7.9% | +18.5% |
| 1Y | +26.2% | +31.0% | -4.8% | +7.7% |
| 3Y | +79.0% | +67.6% | +11.3% | +38.5% |
| 5Y | -60.4% | +35.8% | -96.1% | -65.1% |
| All | +619.6% | +63.6% | +556.0% | +335.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling