+47.5%
ROK vs KEYS
+87.1%
-39.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.2% |
| 6M | +15.5% | +19.1% | -3.6% | +3.5% |
| YTD | +11.2% | +66.7% | -55.5% | -18.5% |
| 1Y | +23.8% | +96.5% | -72.6% | -17.9% |
| 3Y | +53.1% | +155.2% | -102.0% | -14.6% |
| All | +47.5% | +87.1% | -39.6% | -6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling