+343.5%
ROK vs KEY
+167.0%
+176.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.3% |
| 7D | +2.8% | +2.7% | 0.0% | +1.6% |
| 30D | -2.4% | -3.2% | +0.8% | -1.1% |
| 3M | -4.7% | +1.0% | -5.7% | -5.2% |
| 6M | +16.8% | +11.9% | +4.9% | +11.3% |
| YTD | +11.4% | +8.7% | +2.7% | +7.4% |
| 1Y | +26.2% | +18.5% | +7.7% | +17.0% |
| 3Y | +51.9% | +124.0% | -72.1% | +6.4% |
| 5Y | +46.4% | +40.8% | +5.5% | +16.6% |
| 10Y | +343.5% | +167.0% | +176.5% | +139.9% |
| All | +343.5% | +167.0% | +176.5% | +139.9% |
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