+25.0%
ROK vs KEYS
+55.9%
-30.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.3% | +5.7% | +1.6% |
| 7D | 0.0% | -14.8% | +14.8% | +5.6% |
| 30D | -2.5% | -25.6% | +23.1% | +7.7% |
| 3M | 0.0% | -16.2% | +16.2% | +5.7% |
| 6M | +11.6% | -18.6% | +30.2% | +18.7% |
| YTD | +15.2% | +40.7% | -25.5% | -1.8% |
| 1Y | +25.0% | +59.6% | -34.6% | +2.2% |
| All | +25.0% | +55.9% | -30.9% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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