+18.4%
BROS vs KEYS
+82.3%
-63.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.8% | -2.4% |
| 7D | -6.1% | +0.9% | -7.0% | -6.6% |
| 30D | -12.4% | -5.3% | -7.1% | -9.9% |
| 3M | -27.9% | +0.5% | -28.4% | -30.4% |
| 6M | -16.8% | +14.0% | -30.8% | -27.1% |
| YTD | -29.0% | +60.3% | -89.3% | -52.6% |
| 1Y | -33.2% | +91.3% | -124.5% | -61.4% |
| 3Y | +56.8% | +146.1% | -89.4% | -28.3% |
| All | +18.4% | +82.3% | -63.9% | -35.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling