+13.0%
KEY vs ROP
+2.3%
+10.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +1.8% | -2.7% | +4.4% | +2.9% |
| 30D | +7.1% | +29.7% | -22.6% | -4.8% |
| 3M | -5.9% | +21.2% | -27.1% | -14.1% |
| 6M | +2.2% | +48.3% | -46.1% | -16.5% |
| YTD | +6.4% | +8.4% | -2.0% | +2.6% |
| 1Y | +24.8% | +6.0% | +18.8% | +22.0% |
| 3Y | +125.2% | -5.6% | +130.8% | +134.5% |
| 5Y | +13.0% | +1.3% | +11.7% | +6.2% |
| All | +13.0% | +2.3% | +10.6% | +6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling