-20.3%
BROS vs KEYS
+55.9%
-76.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.3% | +7.2% | +2.0% |
| 7D | +2.5% | -14.8% | +17.3% | +5.2% |
| 30D | +15.1% | -25.6% | +40.7% | +20.9% |
| 3M | -31.4% | -16.2% | -15.2% | -29.9% |
| 6M | -22.6% | -18.6% | -4.0% | -21.1% |
| YTD | -28.1% | +40.7% | -68.8% | -43.8% |
| 1Y | -20.3% | +59.6% | -79.9% | -43.4% |
| All | -20.3% | +55.9% | -76.2% | -43.4% |
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