+9,768.6%
ROL vs KEY
+987.2%
+8,781.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +1.5% |
| 7D | +11.7% | -2.5% | +14.2% | +12.3% |
| 30D | +27.7% | +4.1% | +23.6% | +26.7% |
| 3M | +3.7% | -8.4% | +12.0% | +5.4% |
| 6M | -27.8% | -2.3% | -25.5% | -27.6% |
| YTD | -34.7% | +4.6% | -39.3% | -35.4% |
| 1Y | -34.1% | +24.6% | -58.7% | -37.1% |
| 3Y | +5.9% | +112.8% | -106.9% | -11.4% |
| 5Y | +15.6% | +12.9% | +2.7% | +5.6% |
| 10Y | +226.5% | +126.7% | +99.8% | +136.6% |
| All | +9,768.6% | +987.2% | +8,781.4% | +4,321.1% |
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