+15.5%
ROL vs KEY
+14.6%
+0.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.3% | +0.1% |
| 7D | +0.8% | -0.5% | +1.3% | +0.8% |
| 30D | +20.6% | +6.7% | +13.9% | +19.8% |
| 3M | +4.5% | -4.6% | +9.1% | +4.9% |
| 6M | -26.5% | +2.6% | -29.1% | -26.7% |
| YTD | -34.8% | +7.0% | -41.8% | -35.3% |
| 1Y | -33.2% | +23.5% | -56.6% | -34.5% |
| 3Y | +4.5% | +126.4% | -121.9% | -4.7% |
| 5Y | +15.5% | +13.0% | +2.5% | +14.2% |
| All | +15.5% | +14.6% | +0.9% | +14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling