-1.6%
ROL vs KEY
+122.6%
-124.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | -1.4% | +2.2% | -3.6% | -1.6% |
| 30D | -4.1% | -3.0% | -1.1% | -3.8% |
| 3M | -22.5% | +3.3% | -25.8% | -22.7% |
| 6M | -37.7% | +9.2% | -46.9% | -38.1% |
| YTD | -39.6% | +10.6% | -50.2% | -40.0% |
| 1Y | -36.0% | +20.4% | -56.4% | -36.9% |
| All | -1.6% | +122.6% | -124.3% | -11.8% |
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 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