+175.8%
KDP vs RIG
-42.7%
+218.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | -0.1% |
| 7D | +2.1% | -2.7% | +4.8% | +2.2% |
| 30D | +8.5% | +9.5% | -1.0% | +8.1% |
| 3M | +6.6% | -6.6% | +13.3% | +6.8% |
| 6M | +17.1% | -2.9% | +19.9% | +16.9% |
| YTD | +19.0% | +39.5% | -20.4% | +17.1% |
| 1Y | +21.8% | +82.3% | -60.5% | +18.4% |
| 3Y | +6.4% | -29.6% | +36.0% | +6.3% |
| 5Y | +5.1% | +63.2% | -58.0% | -1.0% |
| 10Y | +175.8% | -45.0% | +220.8% | +139.7% |
| All | +175.8% | -42.7% | +218.5% | +139.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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