+239.3%
KDP vs RIG
-46.5%
+285.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.2% | +0.9% |
| 7D | +0.3% | -17.0% | +17.3% | +1.0% |
| 30D | +16.3% | -6.2% | +22.5% | +16.5% |
| 3M | +24.0% | -1.7% | +25.7% | +23.8% |
| 6M | +30.0% | -19.2% | +49.2% | +30.6% |
| YTD | +36.1% | +25.2% | +10.9% | +34.2% |
| 1Y | +46.8% | +29.9% | +16.9% | +44.6% |
| 3Y | +30.5% | -21.3% | +51.8% | +29.5% |
| 5Y | +17.9% | +40.5% | -22.6% | +11.7% |
| 10Y | +239.3% | -49.6% | +288.8% | +210.1% |
| All | +239.3% | -46.5% | +285.7% | +210.1% |
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