-2.0%
ROL vs KEYS
+87.1%
-89.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.5% | -0.1% |
| 7D | -3.2% | +3.5% | -6.6% | -3.6% |
| 30D | -4.9% | -4.5% | -0.4% | -4.4% |
| 3M | -25.8% | -0.4% | -25.4% | -26.2% |
| 6M | -37.6% | +19.1% | -56.7% | -40.1% |
| YTD | -41.5% | +66.7% | -108.1% | -47.7% |
| 1Y | -39.5% | +96.5% | -135.9% | -47.9% |
| 3Y | +0.1% | +155.2% | -155.0% | -21.7% |
| All | -2.0% | +87.1% | -89.1% | -20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling