+3.8%
ROK vs KEY
+22.3%
-18.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.2% |
| 7D | +6.1% | +1.8% | +4.3% | +4.9% |
| 30D | -6.5% | +7.1% | -13.6% | -9.9% |
| 3M | -10.2% | -5.9% | -4.3% | -6.5% |
| 6M | -10.6% | +2.2% | -12.8% | -12.4% |
| YTD | +4.9% | +6.4% | -1.5% | 0.0% |
| 1Y | +3.8% | +24.8% | -20.9% | -11.4% |
| All | +3.8% | +22.3% | -18.5% | -11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling