+372.1%
ROL vs KEYS
+1,086.4%
-714.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | -3.3% | +2.9% | -6.2% | -3.9% |
| 30D | -7.2% | -1.3% | -5.9% | -7.2% |
| 3M | -27.0% | -0.1% | -26.8% | -27.7% |
| 6M | -39.5% | +17.4% | -56.9% | -42.6% |
| YTD | -41.8% | +62.9% | -104.7% | -49.6% |
| 1Y | -38.9% | +95.7% | -134.6% | -49.7% |
| 3Y | -0.4% | +150.2% | -150.6% | -25.5% |
| 5Y | -4.2% | +83.1% | -87.3% | -23.3% |
| 10Y | +208.2% | +1,020.9% | -812.7% | +52.6% |
| All | +372.1% | +1,086.4% | -714.3% | +141.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling