+6.7%
KDP vs RIG
-27.8%
+34.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.9% |
| 7D | +1.3% | +0.9% | +0.4% | +1.3% |
| 30D | +6.0% | +13.8% | -7.8% | +5.9% |
| 3M | +9.2% | -6.4% | +15.6% | +9.3% |
| 6M | +14.7% | -8.2% | +22.9% | +14.8% |
| YTD | +19.2% | +41.6% | -22.5% | +18.7% |
| 1Y | +15.2% | +88.7% | -73.5% | +14.6% |
| All | +6.7% | -27.8% | +34.5% | +4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling