+348.5%
ROK vs KEYS
+1,049.9%
-701.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.0% | -2.3% | -0.3% |
| 7D | -1.2% | +3.5% | -4.7% | -3.0% |
| 30D | -4.8% | -4.5% | -0.3% | -2.9% |
| 3M | -6.1% | -0.4% | -5.7% | -7.1% |
| 6M | +15.5% | +19.1% | -3.6% | +4.0% |
| YTD | +11.2% | +66.7% | -55.5% | -16.9% |
| 1Y | +23.8% | +96.5% | -72.6% | -15.6% |
| 3Y | +53.1% | +155.2% | -102.0% | -10.4% |
| 5Y | +48.3% | +88.0% | -39.7% | -0.9% |
| All | +348.5% | +1,049.9% | -701.4% | +26.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling