+480.9%
KEY vs ROP
+25,523.2%
-25,042.3%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.8% | +1.6% |
| 7D | +2.2% | -4.4% | +6.6% | +3.9% |
| 30D | -3.0% | +3.2% | -6.3% | -4.4% |
| 3M | +3.3% | +23.1% | -19.7% | -5.3% |
| 6M | +9.2% | +13.3% | -4.1% | +2.9% |
| YTD | +10.6% | -7.9% | +18.5% | +12.2% |
| 1Y | +20.4% | -22.1% | +42.5% | +30.0% |
| 3Y | +121.8% | -16.8% | +138.7% | +133.6% |
| 5Y | +41.1% | -13.5% | +54.7% | +45.7% |
| 10Y | +168.5% | +137.7% | +30.8% | +98.6% |
| All | +480.9% | +25,523.2% | -25,042.3% | +134.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling