+4.3%
ROL vs KEY
+124.5%
-120.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | +3.4% | +0.5% | +2.9% | +3.3% |
| 30D | +20.8% | +6.9% | +13.9% | +20.1% |
| 3M | +3.7% | -5.0% | +8.7% | +4.1% |
| 6M | -27.7% | +0.7% | -28.4% | -27.7% |
| YTD | -34.9% | +6.5% | -41.4% | -35.2% |
| 1Y | -33.3% | +22.6% | -55.9% | -34.0% |
| 3Y | +4.3% | +125.3% | -121.0% | -0.6% |
| All | +4.3% | +124.5% | -120.2% | -0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling