+1,117.5%
KDP vs RIG
-95.4%
+1,212.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.7% |
| 7D | +1.3% | +0.9% | +0.4% | +1.2% |
| 30D | +6.0% | +13.8% | -7.8% | +5.1% |
| 3M | +9.2% | -6.4% | +15.6% | +9.4% |
| 6M | +14.7% | -8.2% | +22.9% | +14.8% |
| YTD | +19.2% | +41.6% | -22.5% | +16.0% |
| 1Y | +15.2% | +88.7% | -73.5% | +9.8% |
| 3Y | +6.0% | -30.9% | +36.8% | +5.7% |
| 5Y | +5.4% | +57.7% | -52.3% | -4.1% |
| 10Y | +171.9% | -39.3% | +211.1% | +130.4% |
| All | +1,117.5% | -95.4% | +1,212.9% | +1,347.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling