+559.3%
ROKU vs KEYS
+732.4%
-173.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.5% | -2.0% |
| 7D | -0.4% | +3.5% | -3.9% | -2.7% |
| 30D | +2.1% | -4.5% | +6.5% | +4.5% |
| 3M | +29.5% | -0.4% | +29.9% | +26.7% |
| 6M | +53.8% | +19.1% | +34.7% | +32.0% |
| YTD | +42.8% | +66.7% | -23.9% | -5.8% |
| 1Y | +60.7% | +96.5% | -35.7% | -6.5% |
| 3Y | +83.9% | +155.2% | -71.3% | -11.5% |
| 5Y | -52.8% | +88.0% | -140.8% | -72.4% |
| All | +559.3% | +732.4% | -173.2% | +130.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling