+177.6%
KEEL vs BRO
-24.4%
+202.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.6% | +5.2% | +2.3% |
| 7D | +7.8% | -2.6% | +10.3% | +5.5% |
| 30D | -11.7% | +0.9% | -12.6% | -10.5% |
| 3M | -41.5% | +24.8% | -66.2% | -34.8% |
| 6M | +54.9% | -0.1% | +55.0% | +68.9% |
| YTD | +47.7% | -9.7% | +57.4% | +62.0% |
| 1Y | +177.6% | -24.5% | +202.1% | +237.2% |
| All | +177.6% | -24.4% | +202.0% | +237.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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