+63.2%
RIG vs KEY
+39.4%
+23.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.2% | -0.7% |
| 7D | -2.7% | +2.7% | -5.4% | -4.0% |
| 30D | +9.5% | -3.2% | +12.7% | +11.1% |
| 3M | -6.6% | +1.0% | -7.6% | -7.7% |
| 6M | -2.9% | +11.9% | -14.7% | -9.3% |
| YTD | +39.5% | +8.7% | +30.8% | +31.8% |
| 1Y | +82.3% | +18.5% | +63.8% | +64.1% |
| 3Y | -29.6% | +124.0% | -153.5% | -54.1% |
| 5Y | +63.2% | +40.8% | +22.3% | -0.1% |
| All | +63.2% | +39.4% | +23.8% | -0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling