-34.8%
BROS vs KEYS
+98.0%
-132.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.4% |
| 7D | -6.7% | +2.3% | -8.9% | -7.1% |
| 30D | -29.1% | -2.6% | -26.4% | -28.7% |
| 3M | -16.7% | -4.6% | -12.1% | -16.9% |
| 6M | -11.6% | +8.7% | -20.3% | -16.7% |
| YTD | -23.9% | +61.0% | -85.0% | -39.2% |
| 1Y | -34.8% | +96.0% | -130.8% | -53.8% |
| All | -34.8% | +98.0% | -132.8% | -53.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling