-30.2%
RIG vs KEEL
+197.5%
-227.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.8% | -5.5% | -2.1% |
| 7D | -3.1% | +2.9% | -6.0% | -3.4% |
| 30D | -0.5% | +0.8% | -1.4% | -1.0% |
| 3M | -6.0% | -35.3% | +29.4% | -3.5% |
| 6M | -10.1% | +59.4% | -69.5% | -18.4% |
| YTD | +37.3% | +51.9% | -14.6% | +24.0% |
| 1Y | +73.9% | +75.0% | -1.1% | +50.5% |
| 3Y | -30.2% | +224.5% | -254.7% | -45.7% |
| All | -30.2% | +197.5% | -227.7% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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