+81.6%
KO vs RIG
+62.5%
+19.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.7% | +0.3% |
| 7D | -1.1% | -4.2% | +3.0% | -1.1% |
| 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% | +27.0% |
| 1Y | +33.2% | +78.1% | -44.9% | +32.7% |
| 3Y | +64.5% | -29.5% | +93.9% | +65.9% |
| All | +81.6% | +62.5% | +19.1% | +78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling