+210.7%
ROL vs KEY
+173.8%
+36.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | -1.4% | +2.2% | -3.6% | -1.7% |
| 30D | -4.1% | -3.0% | -1.1% | -3.7% |
| 3M | -22.5% | +3.3% | -25.8% | -22.9% |
| 6M | -37.7% | +9.2% | -46.9% | -38.4% |
| YTD | -39.6% | +10.6% | -50.2% | -40.5% |
| 1Y | -36.0% | +20.4% | -56.4% | -37.7% |
| 3Y | -5.1% | +121.8% | -127.0% | -16.7% |
| 5Y | -3.4% | +41.1% | -44.5% | -11.3% |
| All | +210.7% | +173.8% | +36.9% | +138.6% |
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