-40.5%
RIG vs KEY
+348.7%
-389.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.1% | -2.9% |
| 7D | +0.9% | +2.2% | -1.3% | 0.0% |
| 30D | +13.8% | -3.0% | +16.8% | +15.0% |
| 3M | -6.4% | +3.3% | -9.7% | -8.0% |
| 6M | -8.2% | +9.2% | -17.4% | -11.9% |
| YTD | +41.6% | +10.6% | +31.0% | +35.0% |
| 1Y | +88.7% | +20.4% | +68.3% | +73.7% |
| 3Y | -30.9% | +121.8% | -152.7% | -49.8% |
| 5Y | +57.7% | +41.1% | +16.6% | +31.0% |
| 10Y | -39.3% | +168.5% | -207.8% | -55.8% |
| All | -40.5% | +348.7% | -389.2% | -66.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling