+1,821.3%
KO vs RIG
-41.6%
+1,863.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.9% |
| 7D | -0.8% | -8.2% | +7.4% | -0.3% |
| 30D | +0.8% | -0.2% | +1.0% | +0.8% |
| 3M | +8.3% | -2.7% | +11.1% | +8.3% |
| 6M | +14.0% | -7.5% | +21.5% | +14.1% |
| YTD | +26.9% | +38.3% | -11.3% | +24.0% |
| 1Y | +32.7% | +81.8% | -49.2% | +27.3% |
| 3Y | +63.9% | -30.2% | +94.1% | +63.5% |
| 5Y | +81.7% | +59.9% | +21.8% | +67.0% |
| 10Y | +183.0% | -41.9% | +224.9% | +145.0% |
| All | +1,821.3% | -41.6% | +1,863.0% | +1,561.4% |
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