+212.7%
ROL vs KEY
+95.2%
+117.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -1.4% |
| 7D | -1.7% | +1.8% | -3.5% | -1.9% |
| 30D | +18.5% | +7.1% | +11.4% | +17.4% |
| 3M | +4.3% | -5.9% | +10.3% | +5.2% |
| 6M | -27.7% | +2.2% | -29.9% | -28.0% |
| YTD | -35.8% | +6.4% | -42.2% | -36.4% |
| 1Y | -34.1% | +24.8% | -58.9% | -36.1% |
| 3Y | +2.9% | +125.2% | -122.3% | -9.7% |
| 5Y | +12.7% | +13.0% | -0.2% | +7.3% |
| All | +212.7% | +95.2% | +117.5% | +159.8% |
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