+214.9%
ROL vs KEY
+121.9%
+93.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.7% | -0.6% | +1.7% |
| 7D | +7.5% | -0.4% | +7.9% | +7.6% |
| 30D | +21.1% | +7.2% | +13.9% | +20.0% |
| 3M | +3.1% | -4.9% | +8.1% | +3.8% |
| 6M | -27.4% | +1.1% | -28.5% | -27.6% |
| YTD | -34.7% | +6.8% | -41.5% | -35.4% |
| 1Y | -32.9% | +23.3% | -56.2% | -34.9% |
| 3Y | +6.1% | +126.1% | -119.9% | -6.9% |
| 5Y | +16.3% | +15.2% | +1.1% | +10.4% |
| 10Y | +214.9% | +113.6% | +101.3% | +171.9% |
| All | +214.9% | +121.9% | +93.0% | +171.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling