+83.8%
KRE vs RIG
-46.1%
+129.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.1% | -3.8% | -0.4% |
| 7D | +0.7% | +5.7% | -5.0% | -0.2% |
| 30D | +6.1% | -0.7% | +6.8% | +5.8% |
| 3M | -5.9% | -3.1% | -2.8% | -6.1% |
| 6M | +9.6% | -16.3% | +25.9% | +11.5% |
| YTD | +14.2% | +34.1% | -19.9% | +5.6% |
| 1Y | +22.5% | +38.2% | -15.6% | +12.5% |
| 3Y | +90.4% | -15.3% | +105.7% | +82.3% |
| 5Y | +11.9% | +62.5% | -50.6% | -11.0% |
| All | +83.8% | -46.1% | +129.9% | +26.6% |
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