Alpha Blitting for speed

What is the fastest way to blit?
When using a SDL_Surface with RGBA/ARGB pixels, is it necessary to use
SDL_SetColorKey() to get best performance? Setting a ColorKey is
redundant when a surface’s pixels already have alpha, right? Even if a
ColorKey isn’t needed, what about the RLE acceleration?

Can someone explain the relationship between alpha, colorKeys, and
accelerated blits? the documentation is not alleviating my confusion