+70,808.4%
ROST vs KEY
+1,050.5%
+69,757.9%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +0.9% | +2.2% | -1.3% | +0.4% |
| 30D | -8.9% | -3.0% | -5.9% | -8.2% |
| 3M | -0.8% | +3.3% | -4.2% | -1.8% |
| 6M | +8.5% | +9.2% | -0.7% | +5.9% |
| YTD | +28.6% | +10.6% | +17.9% | +24.9% |
| 1Y | +52.3% | +20.4% | +31.9% | +44.5% |
| 3Y | +94.8% | +121.8% | -27.0% | +53.3% |
| 5Y | +110.8% | +41.1% | +69.6% | +79.9% |
| 10Y | +304.5% | +168.5% | +136.0% | +184.5% |
| All | +70,808.4% | +1,050.5% | +69,757.9% | +24,216.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling