+9,562.4%
ROL vs KEY
+981.5%
+8,580.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | +9.5% | -1.3% | +10.8% | +9.8% |
| 30D | +22.9% | +5.1% | +17.8% | +21.7% |
| 3M | +3.5% | -7.1% | +10.6% | +5.0% |
| 6M | -29.4% | -4.4% | -25.0% | -28.9% |
| YTD | -36.1% | +4.0% | -40.1% | -36.7% |
| 1Y | -34.4% | +23.4% | -57.8% | -37.2% |
| 3Y | +4.0% | +113.9% | -109.9% | -13.1% |
| 5Y | +13.2% | +12.3% | +0.9% | +3.5% |
| 10Y | +219.7% | +125.5% | +94.2% | +131.9% |
| All | +9,562.4% | +981.5% | +8,580.9% | +4,233.3% |
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