+19.7%
BROS vs KEEL
-36.8%
+56.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.8% | -2.7% | +0.5% |
| 7D | -5.8% | +2.9% | -8.6% | -6.2% |
| 30D | -14.0% | +0.8% | -14.8% | -14.6% |
| 3M | -32.5% | -35.3% | +2.8% | -29.5% |
| 6M | -14.9% | +59.4% | -74.3% | -24.7% |
| YTD | -28.3% | +51.9% | -80.2% | -37.0% |
| 1Y | -34.0% | +75.0% | -109.0% | -46.2% |
| 3Y | +63.0% | +224.5% | -161.6% | -0.8% |
| All | +19.7% | -36.8% | +56.5% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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