+21.8%
ROK vs KEY
+11.7%
+10.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.8% | -1.2% |
| 7D | -13.8% | -1.3% | -12.6% | -13.3% |
| 30D | -14.9% | +5.1% | -20.1% | -16.4% |
| 3M | -14.7% | -7.1% | -7.6% | -12.3% |
| 6M | -17.7% | -4.4% | -13.3% | -16.4% |
| YTD | -2.5% | +4.0% | -6.5% | -3.9% |
| 1Y | +2.3% | +23.4% | -21.2% | -5.3% |
| 3Y | +52.7% | +113.9% | -61.2% | +18.8% |
| All | +21.8% | +11.7% | +10.1% | +12.4% |
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 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