+2.9%
ROK vs KEY
+22.3%
-19.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.2% |
| 7D | -11.0% | +0.5% | -11.5% | -11.0% |
| 30D | -8.2% | +6.9% | -15.1% | -11.4% |
| 3M | -8.5% | -5.0% | -3.5% | -5.3% |
| 6M | -12.0% | +0.7% | -12.7% | -12.8% |
| YTD | +3.1% | +6.5% | -3.4% | -1.4% |
| 1Y | +2.9% | +22.6% | -19.7% | -9.0% |
| All | +2.9% | +22.3% | -19.4% | -9.0% |
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