+123.6%
KEY vs ROP
-16.7%
+140.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.8% | +1.5% |
| 7D | +2.2% | -4.4% | +6.6% | +3.8% |
| 30D | -3.0% | +3.2% | -6.3% | -4.3% |
| 3M | +3.3% | +23.1% | -19.7% | -5.7% |
| 6M | +9.2% | +13.3% | -4.1% | +3.2% |
| YTD | +10.6% | -7.9% | +18.5% | +16.5% |
| 1Y | +20.4% | -22.1% | +42.5% | +41.0% |
| All | +123.6% | -16.7% | +140.3% | +135.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling