+81.5%
ROKU vs KEY
+121.2%
-39.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.4% |
| 7D | -3.0% | -0.3% | -2.7% | -2.9% |
| 30D | +0.7% | -3.3% | +4.0% | +2.9% |
| 3M | +26.5% | -0.7% | +27.2% | +26.7% |
| 6M | +52.6% | +12.5% | +40.1% | +40.1% |
| YTD | +40.9% | +8.4% | +32.5% | +31.9% |
| 1Y | +57.6% | +18.4% | +39.2% | +37.9% |
| All | +81.5% | +121.2% | -39.7% | -14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling