+562.1%
ROKU vs KEY
+76.7%
+485.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | -1.3% | +2.2% | -3.5% | -2.1% |
| 30D | +5.9% | -3.0% | +8.9% | +7.0% |
| 3M | +23.9% | +3.3% | +20.6% | +22.3% |
| 6M | +59.6% | +9.2% | +50.4% | +54.3% |
| YTD | +43.4% | +10.6% | +32.8% | +37.9% |
| 1Y | +60.2% | +20.4% | +39.8% | +49.1% |
| 3Y | +90.4% | +121.8% | -31.5% | +44.8% |
| 5Y | -54.5% | +41.1% | -95.7% | -61.4% |
| All | +562.1% | +76.7% | +485.3% | +481.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling