+46.9%
ROST vs KEY
+22.3%
+24.6%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.5% |
| 7D | +0.9% | +1.8% | -0.9% | +0.2% |
| 30D | +5.1% | +7.1% | -2.0% | +2.8% |
| 3M | -4.3% | -5.9% | +1.7% | -2.1% |
| 6M | +9.4% | +2.2% | +7.2% | +8.0% |
| YTD | +32.5% | +6.4% | +26.1% | +24.9% |
| 1Y | +46.9% | +24.8% | +22.1% | +23.9% |
| All | +46.9% | +22.3% | +24.6% | +23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling