+121.9%
KRE vs RIG
-41.2%
+163.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.4% |
| 7D | -1.8% | -3.1% | +1.3% | -1.3% |
| 30D | -4.5% | -0.5% | -4.0% | -4.5% |
| 3M | +2.7% | -6.0% | +8.7% | +3.3% |
| 6M | +16.9% | -10.1% | +27.0% | +17.5% |
| YTD | +15.4% | +37.3% | -21.9% | +7.0% |
| 1Y | +16.1% | +73.9% | -57.8% | +2.3% |
| 3Y | +85.7% | -30.2% | +115.9% | +84.9% |
| 5Y | +33.3% | +62.5% | -29.2% | +6.3% |
| All | +121.9% | -41.2% | +163.1% | +52.3% |
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