+117.9%
KEY vs ROP
+195.2%
-77.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +1.4% |
| 7D | -1.3% | +2.1% | -3.4% | -2.7% |
| 30D | +5.1% | +32.9% | -27.8% | -13.6% |
| 3M | -7.1% | +20.0% | -27.1% | -18.7% |
| 6M | -4.4% | +36.4% | -40.8% | -24.8% |
| YTD | +4.0% | +7.8% | -3.8% | -4.3% |
| 1Y | +23.4% | +8.0% | +15.4% | +13.3% |
| 3Y | +113.9% | -3.5% | +117.4% | +110.3% |
| 5Y | +12.3% | +1.5% | +10.9% | +3.8% |
| All | +117.9% | +195.2% | -77.4% | -22.0% |
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