+63.8%
KO vs RIG
-31.7%
+95.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.3% | +0.5% |
| 7D | +0.2% | -3.1% | +3.3% | +0.2% |
| 30D | +1.8% | -0.5% | +2.3% | +1.8% |
| 3M | +7.7% | -6.0% | +13.6% | +7.6% |
| 6M | +15.3% | -10.1% | +25.4% | +15.2% |
| YTD | +28.0% | +37.3% | -9.3% | +28.9% |
| 1Y | +34.3% | +73.9% | -39.7% | +36.0% |
| 3Y | +63.8% | -30.2% | +94.0% | +63.3% |
| All | +63.8% | -31.7% | +95.5% | +63.3% |
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 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