+266.4%
ROK vs KEY
+121.9%
+144.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.7% | +0.9% | +2.4% |
| 7D | -11.5% | -0.4% | -11.2% | -11.3% |
| 30D | -10.0% | +7.2% | -17.2% | -12.5% |
| 3M | -11.4% | -4.9% | -6.5% | -9.5% |
| 6M | -13.7% | +1.1% | -14.7% | -14.2% |
| YTD | +1.0% | +6.8% | -5.8% | -1.8% |
| 1Y | +5.6% | +23.3% | -17.6% | -3.4% |
| 3Y | +59.1% | +126.1% | -67.0% | +11.8% |
| 5Y | +26.1% | +15.2% | +10.9% | +10.5% |
| 10Y | +266.4% | +113.6% | +152.8% | +112.7% |
| All | +266.4% | +121.9% | +144.5% | +112.7% |
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