+114.6%
ROST vs KEYS
+87.1%
+27.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.0% | -1.7% | +1.2% |
| 7D | +0.2% | +3.5% | -3.3% | -0.8% |
| 30D | -6.9% | -4.5% | -2.4% | -5.8% |
| 3M | -3.3% | -0.4% | -2.9% | -4.2% |
| 6M | +9.0% | +19.1% | -10.1% | +1.7% |
| YTD | +28.9% | +66.7% | -37.8% | +5.5% |
| 1Y | +54.0% | +96.5% | -42.5% | +17.9% |
| 3Y | +100.7% | +155.2% | -54.4% | +32.5% |
| All | +114.6% | +87.1% | +27.5% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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