-30.2%
RIG vs KEYS
+154.3%
-184.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.0% | -5.7% | -3.4% |
| 7D | -3.1% | +3.5% | -6.6% | -4.5% |
| 30D | -0.5% | -4.5% | +3.9% | +1.0% |
| 3M | -6.0% | -0.4% | -5.6% | -7.2% |
| 6M | -10.1% | +19.1% | -29.3% | -20.0% |
| YTD | +37.3% | +66.7% | -29.4% | -0.5% |
| 1Y | +73.9% | +96.5% | -22.5% | +13.2% |
| 3Y | -30.2% | +155.2% | -185.3% | -61.0% |
| All | -30.2% | +154.3% | -184.5% | -61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling