+48.1%
ROK vs KEY
+40.7%
+7.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +0.7% | +2.2% | -1.5% | -0.1% |
| 30D | -3.3% | -3.0% | -0.3% | -2.2% |
| 3M | -5.9% | +3.3% | -9.2% | -7.1% |
| 6M | +13.9% | +9.2% | +4.7% | +10.2% |
| YTD | +12.6% | +10.6% | +1.9% | +8.4% |
| 1Y | +28.6% | +20.4% | +8.2% | +19.9% |
| 3Y | +45.1% | +121.8% | -76.7% | +10.8% |
| All | +48.1% | +40.7% | +7.4% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling