+216.0%
ROL vs KEY
+120.9%
+95.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | +9.5% | -1.3% | +10.8% | +9.7% |
| 30D | +22.9% | +5.1% | +17.8% | +22.1% |
| 3M | +3.5% | -7.1% | +10.6% | +4.5% |
| 6M | -29.4% | -4.4% | -25.0% | -29.0% |
| YTD | -36.1% | +4.0% | -40.1% | -36.5% |
| 1Y | -34.4% | +23.4% | -57.8% | -36.3% |
| 3Y | +4.0% | +113.9% | -109.9% | -8.1% |
| 5Y | +13.2% | +12.3% | +0.9% | +7.8% |
| All | +216.0% | +120.9% | +95.1% | +169.9% |
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