+55.1%
ROST vs KEY
+18.6%
+36.5%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.1% |
| 7D | +0.2% | +2.7% | -2.5% | -0.6% |
| 30D | -10.0% | -3.2% | -6.8% | -9.1% |
| 3M | +1.2% | +1.0% | +0.3% | +0.6% |
| 6M | +8.9% | +11.9% | -2.9% | +4.7% |
| YTD | +28.1% | +8.7% | +19.4% | +22.6% |
| All | +55.1% | +18.6% | +36.5% | +39.6% |
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