+51.8%
ROKU vs KEYS
+45.0%
+6.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.8% | +7.4% | 0.0% |
| 7D | +2.6% | -21.0% | +23.6% | +6.7% |
| 30D | +5.5% | -32.8% | +38.3% | +13.0% |
| 3M | +9.1% | -22.4% | +31.6% | +13.1% |
| 6M | +28.9% | -26.8% | +55.7% | +34.7% |
| YTD | +47.8% | +28.3% | +19.6% | +28.6% |
| 1Y | +51.8% | +40.2% | +11.5% | +26.9% |
| All | +51.8% | +45.0% | +6.7% | +26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling