+113.6%
KEY vs ROP
+189.6%
-76.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.7% | +3.4% |
| 7D | -0.4% | -1.6% | +1.3% | +0.6% |
| 30D | +7.2% | +29.5% | -22.3% | -10.4% |
| 3M | -4.9% | +17.5% | -22.5% | -15.6% |
| 6M | +1.1% | +38.1% | -37.0% | -21.2% |
| YTD | +6.8% | +7.0% | -0.2% | -1.2% |
| 1Y | +23.3% | +6.5% | +16.8% | +14.3% |
| 3Y | +126.1% | -5.5% | +131.6% | +125.8% |
| 5Y | +15.2% | -0.4% | +15.6% | +8.0% |
| 10Y | +113.6% | +183.6% | -70.0% | -16.5% |
| All | +113.6% | +189.6% | -76.0% | -16.5% |
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