+555.8%
ROKU vs KEY
+73.2%
+482.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -2.6% | -1.8% | -0.9% | -2.0% |
| 30D | +2.1% | -3.3% | +5.4% | +3.4% |
| 3M | +31.8% | -0.2% | +32.0% | +31.8% |
| 6M | +53.3% | +12.1% | +41.2% | +46.9% |
| YTD | +42.1% | +8.4% | +33.7% | +37.6% |
| 1Y | +62.3% | +17.6% | +44.7% | +52.3% |
| 3Y | +84.6% | +123.3% | -38.7% | +40.4% |
| 5Y | -53.1% | +39.5% | -92.6% | -59.9% |
| All | +555.8% | +73.2% | +482.7% | +480.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling