+264.9%
ROK vs KEY
+95.2%
+169.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | +6.1% | +1.8% | +4.3% | +5.3% |
| 30D | -6.5% | +7.1% | -13.6% | -9.1% |
| 3M | -10.2% | -5.9% | -4.3% | -7.8% |
| 6M | -10.6% | +2.2% | -12.8% | -11.6% |
| YTD | +4.9% | +6.4% | -1.5% | +2.1% |
| 1Y | +3.8% | +24.8% | -20.9% | -5.5% |
| 3Y | +63.5% | +125.2% | -61.7% | +15.1% |
| 5Y | +30.9% | +13.0% | +18.0% | +15.8% |
| All | +264.9% | +95.2% | +169.7% | +121.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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