-0.4%
ROL vs KEYS
+144.6%
-144.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.2% |
| 7D | -3.2% | +0.9% | -4.2% | -3.3% |
| 30D | -6.6% | -5.3% | -1.4% | -6.3% |
| 3M | -27.3% | +0.5% | -27.8% | -27.7% |
| 6M | -38.1% | +14.0% | -52.1% | -39.3% |
| YTD | -41.8% | +60.3% | -102.0% | -45.2% |
| 1Y | -37.8% | +91.3% | -129.1% | -42.9% |
| All | -0.4% | +144.6% | -144.9% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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