+18.4%
BROS vs KEEL
-39.1%
+57.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -7.3% | +3.9% | -2.2% |
| 7D | -6.1% | +2.7% | -8.7% | -6.5% |
| 30D | -12.4% | +4.6% | -16.9% | -13.6% |
| 3M | -27.9% | -34.5% | +6.5% | -24.8% |
| 6M | -16.8% | +59.3% | -76.1% | -26.4% |
| YTD | -29.0% | +46.4% | -75.4% | -37.3% |
| 1Y | -33.2% | +96.6% | -129.8% | -46.9% |
| 3Y | +56.8% | +182.0% | -125.2% | -2.0% |
| All | +18.4% | -39.1% | +57.5% | -4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling