+1,278.3%
KDP vs RIG
-95.9%
+1,374.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -0.9% |
| 7D | +2.2% | -24.5% | +26.7% | +3.8% |
| 30D | +19.9% | -2.8% | +22.7% | +20.0% |
| 3M | +21.5% | +1.6% | +19.9% | +21.0% |
| 6M | +30.1% | -15.9% | +46.0% | +30.8% |
| YTD | +34.9% | +26.9% | +8.1% | +31.9% |
| 1Y | +43.4% | +34.4% | +9.0% | +39.5% |
| 3Y | +29.1% | -21.2% | +50.3% | +27.4% |
| 5Y | +15.0% | +46.4% | -31.4% | +5.1% |
| 10Y | +234.1% | -45.8% | +279.9% | +185.5% |
| All | +1,278.3% | -95.9% | +1,374.3% | +1,546.2% |
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