-27.6%
RIG vs KEY
+132.7%
-160.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.1% | -3.0% |
| 7D | +0.9% | +2.2% | -1.3% | -0.3% |
| 30D | +13.8% | -3.0% | +16.8% | +15.4% |
| 3M | -6.4% | +3.3% | -9.7% | -8.7% |
| 6M | -8.2% | +9.2% | -17.4% | -13.5% |
| YTD | +41.6% | +10.6% | +31.0% | +31.7% |
| 1Y | +88.7% | +20.4% | +68.3% | +66.4% |
| All | -27.6% | +132.7% | -160.3% | -53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling