+23.3%
RIG vs KEY
+22.3%
+1.1%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -12.2% | +0.5% | -12.7% | -12.2% |
| 30D | -6.0% | +6.9% | -12.8% | -6.4% |
| 3M | -9.4% | -5.0% | -4.4% | -9.3% |
| 6M | -19.1% | +0.7% | -19.8% | -19.8% |
| YTD | +25.4% | +6.5% | +19.0% | +21.3% |
| 1Y | +23.3% | +22.6% | +0.7% | +14.0% |
| All | +23.3% | +22.3% | +1.1% | +14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling