+79.0%
RIOT vs KIM
+65.6%
+13.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -2.0% |
| 7D | +4.8% | +0.1% | +4.7% | +4.8% |
| 30D | +16.0% | +14.1% | +1.9% | +3.8% |
| 3M | -8.8% | +6.0% | -14.8% | -13.4% |
| 6M | -29.7% | +13.2% | -42.9% | -38.7% |
| YTD | +38.3% | +30.4% | +7.9% | +3.8% |
| 1Y | +26.2% | +31.0% | -4.8% | -6.2% |
| 3Y | +79.0% | +67.6% | +11.3% | +16.8% |
| All | +79.0% | +65.6% | +13.4% | +16.8% |
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 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