+13,289.6%
ROK vs KEY
+981.5%
+12,308.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.3% |
| 3M | -14.7% | -7.1% | -7.6% | -12.5% |
| 6M | -17.7% | -4.4% | -13.3% | -16.5% |
| YTD | -2.5% | +4.0% | -6.5% | -3.8% |
| 1Y | +2.3% | +23.4% | -21.2% | -4.9% |
| 3Y | +52.7% | +113.9% | -61.2% | +17.0% |
| 5Y | +20.5% | +12.3% | +8.2% | +8.3% |
| 10Y | +284.0% | +125.5% | +158.5% | +157.8% |
| All | +13,289.6% | +981.5% | +12,308.1% | +4,596.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling