+99.5%
KEY vs ROP
+183.0%
-83.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | 0.0% |
| 7D | -0.5% | -2.9% | +2.4% | +1.4% |
| 30D | +6.7% | +30.1% | -23.3% | -11.0% |
| 3M | -4.6% | +19.9% | -24.5% | -16.4% |
| 6M | +2.6% | +46.0% | -43.4% | -23.1% |
| YTD | +7.0% | +8.4% | -1.4% | -1.9% |
| 1Y | +23.5% | +8.8% | +14.7% | +12.8% |
| 3Y | +126.4% | -5.6% | +132.0% | +126.8% |
| 5Y | +13.0% | +3.0% | +10.0% | +3.3% |
| 10Y | +99.5% | +184.0% | -84.5% | -21.3% |
| All | +99.5% | +183.0% | -83.5% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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