-47.9%
RIG vs KEY
+96.4%
-144.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.6% | +3.5% | +3.7% |
| 7D | +5.7% | +2.9% | +2.8% | +3.5% |
| 30D | -0.7% | +8.4% | -9.2% | -6.7% |
| 3M | -3.1% | -5.8% | +2.6% | +0.4% |
| 6M | -16.3% | +5.4% | -21.8% | -20.8% |
| YTD | +34.1% | +7.1% | +27.1% | +24.1% |
| 1Y | +38.2% | +26.8% | +11.4% | +12.4% |
| 3Y | -15.3% | +128.7% | -144.0% | -57.6% |
| 5Y | +62.5% | +13.6% | +48.8% | +25.7% |
| All | -47.9% | +96.4% | -144.3% | -73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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