+105.8%
ROST vs KEY
+11.7%
+94.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.6% |
| 7D | +1.2% | -1.3% | +2.5% | +1.6% |
| 30D | +2.5% | +5.1% | -2.7% | +1.2% |
| 3M | -9.0% | -7.1% | -1.8% | -7.3% |
| 6M | +1.3% | -4.4% | +5.7% | +2.3% |
| YTD | +29.1% | +4.0% | +25.0% | +27.4% |
| 1Y | +45.4% | +23.4% | +22.0% | +37.6% |
| 3Y | +94.9% | +113.9% | -19.1% | +55.9% |
| All | +105.8% | +11.7% | +94.1% | +108.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling