-47.4%
RIG vs KEY
+331.7%
-379.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -12.2% | +0.5% | -12.7% | -12.4% |
| 30D | -6.0% | +6.9% | -12.8% | -8.5% |
| 3M | -9.4% | -5.0% | -4.4% | -7.9% |
| 6M | -19.1% | +0.7% | -19.8% | -19.9% |
| YTD | +25.4% | +6.5% | +19.0% | +21.0% |
| 1Y | +23.3% | +22.6% | +0.7% | +12.6% |
| 3Y | -22.1% | +125.3% | -147.4% | -43.7% |
| 5Y | +50.1% | +13.9% | +36.2% | +34.4% |
| 10Y | -50.7% | +105.3% | -156.0% | -61.4% |
| All | -47.4% | +331.7% | -379.0% | -70.3% |
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