+177.9%
KO vs RIG
-40.1%
+218.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.7% | +0.3% |
| 7D | -1.1% | -4.2% | +3.0% | -1.0% |
| 30D | +1.6% | -0.7% | +2.2% | +1.6% |
| 3M | +5.8% | -4.0% | +9.7% | +5.8% |
| 6M | +14.3% | -6.3% | +20.6% | +14.3% |
| YTD | +27.3% | +39.7% | -12.4% | +25.3% |
| 1Y | +33.2% | +78.1% | -44.9% | +29.6% |
| 3Y | +64.5% | -29.5% | +93.9% | +64.6% |
| 5Y | +83.1% | +65.3% | +17.8% | +72.0% |
| All | +177.9% | -40.1% | +218.0% | +137.3% |
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