+315.5%
ROST vs KEY
+121.9%
+193.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.7% | -0.1% | +1.6% |
| 7D | +2.8% | -0.4% | +3.2% | +3.0% |
| 30D | +6.6% | +7.2% | -0.7% | +3.9% |
| 3M | -7.0% | -4.9% | -2.1% | -5.3% |
| 6M | +5.4% | +1.1% | +4.3% | +4.7% |
| YTD | +32.4% | +6.8% | +25.5% | +28.4% |
| 1Y | +48.4% | +23.3% | +25.1% | +36.3% |
| 3Y | +99.5% | +126.1% | -26.6% | +38.1% |
| 5Y | +109.9% | +15.2% | +94.7% | +82.7% |
| 10Y | +315.5% | +113.6% | +202.0% | +164.1% |
| All | +315.5% | +121.9% | +193.6% | +164.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling