-42.2%
RIG vs KEYS
+1,049.9%
-1,092.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.0% | -5.7% | -4.1% |
| 7D | -3.1% | +3.5% | -6.6% | -5.2% |
| 30D | -0.5% | -4.5% | +3.9% | +1.7% |
| 3M | -6.0% | -0.4% | -5.6% | -7.9% |
| 6M | -10.1% | +19.1% | -29.3% | -23.1% |
| YTD | +37.3% | +66.7% | -29.4% | -8.6% |
| 1Y | +73.9% | +96.5% | -22.5% | +2.5% |
| 3Y | -30.2% | +155.2% | -185.3% | -66.7% |
| 5Y | +62.5% | +88.0% | -25.5% | -6.7% |
| All | -42.2% | +1,049.9% | -1,092.1% | -86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 10y: compounded portfolio wealth divided by compounded KEYS 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…
10y analysis · Full analysis span regression · 6 months rolling