-16.8%
BROS vs KEYS
+13.9%
-30.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.8% | -3.2% |
| 7D | -6.1% | +0.9% | -7.0% | -6.1% |
| 30D | -12.4% | -5.3% | -7.1% | -11.7% |
| 3M | -27.9% | +0.5% | -28.4% | -30.3% |
| 6M | -16.8% | +14.0% | -30.8% | -29.0% |
| All | -16.8% | +13.9% | -30.7% | -29.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling