+9,030.3%
ROL vs KEY
+1,050.5%
+7,979.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | -1.4% | +2.2% | -3.6% | -1.9% |
| 30D | -4.1% | -3.0% | -1.1% | -3.5% |
| 3M | -22.5% | +3.3% | -25.8% | -23.1% |
| 6M | -37.7% | +9.2% | -46.9% | -38.8% |
| YTD | -39.6% | +10.6% | -50.2% | -40.9% |
| 1Y | -36.0% | +20.4% | -56.4% | -38.6% |
| 3Y | -5.1% | +121.8% | -127.0% | -21.5% |
| 5Y | -3.4% | +41.1% | -44.5% | -15.8% |
| 10Y | +215.2% | +168.5% | +46.7% | +120.3% |
| All | +9,030.3% | +1,050.5% | +7,979.8% | +3,946.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling