+294.5%
KEEL vs BRO
+94.5%
+200.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.2% | +4.0% | +3.8% |
| 7D | +2.9% | -7.3% | +10.2% | +4.1% |
| 30D | +0.8% | -6.9% | +7.7% | +1.7% |
| 3M | -35.3% | +10.7% | -46.0% | -38.6% |
| 6M | +59.4% | -2.7% | +62.1% | +56.4% |
| YTD | +51.9% | -16.3% | +68.2% | +56.3% |
| 1Y | +75.0% | -29.1% | +104.1% | +91.2% |
| 3Y | +224.5% | -7.8% | +232.4% | +220.5% |
| 5Y | -35.9% | +18.7% | -54.6% | -39.9% |
| All | +294.5% | +94.5% | +200.0% | +725.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling