+583.1%
ROKU vs KEY
+66.1%
+516.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | +3.5% | -1.3% | +4.8% | +3.9% |
| 30D | +5.1% | +5.1% | 0.0% | +3.1% |
| 3M | +7.0% | -7.1% | +14.1% | +9.7% |
| 6M | +25.4% | -4.4% | +29.8% | +27.2% |
| YTD | +48.0% | +4.0% | +43.9% | +45.3% |
| 1Y | +53.1% | +23.4% | +29.7% | +41.2% |
| 3Y | +92.7% | +113.9% | -21.2% | +48.3% |
| 5Y | -42.4% | +12.3% | -54.7% | -48.5% |
| All | +583.1% | +66.1% | +516.9% | +513.0% |
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