+37.7%
KR vs RIG
-31.7%
+69.4%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.7% | +4.4% | +2.7% |
| 7D | -0.2% | -3.1% | +2.9% | -0.2% |
| 30D | +5.1% | -0.5% | +5.6% | +5.0% |
| 3M | -8.2% | -6.0% | -2.2% | -8.1% |
| 6M | -18.0% | -10.1% | -7.8% | -17.9% |
| YTD | -4.8% | +37.3% | -42.1% | -4.0% |
| 1Y | -11.0% | +73.9% | -85.0% | -9.6% |
| 3Y | +37.7% | -30.2% | +67.8% | +44.2% |
| All | +37.7% | -31.7% | +69.4% | +44.2% |
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 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