-47.5%
RIG vs KEY
+333.1%
-380.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.7% | -4.0% | -2.4% |
| 7D | -17.0% | -0.4% | -16.6% | -16.9% |
| 30D | -6.2% | +7.2% | -13.4% | -8.8% |
| 3M | -1.7% | -4.9% | +3.2% | -0.1% |
| 6M | -19.2% | +1.1% | -20.3% | -20.1% |
| YTD | +25.2% | +6.8% | +18.4% | +20.7% |
| 1Y | +29.9% | +23.3% | +6.6% | +18.4% |
| 3Y | -21.3% | +126.1% | -147.4% | -43.2% |
| 5Y | +40.5% | +15.2% | +25.3% | +25.2% |
| 10Y | -49.6% | +113.6% | -163.2% | -60.9% |
| All | -47.5% | +333.1% | -380.6% | -70.4% |
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