+162.9%
KEY vs BRKR
+155.3%
+7.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -1.5% | -8.7% | +7.1% | +1.1% |
| 30D | -3.7% | -9.9% | +6.2% | -0.9% |
| 3M | -1.3% | -3.1% | +1.8% | -2.7% |
| 6M | +13.3% | +45.5% | -32.2% | -4.4% |
| YTD | +9.0% | +13.7% | -4.7% | -0.8% |
| 1Y | +18.7% | +67.4% | -48.8% | -7.0% |
| 3Y | +125.3% | -13.2% | +138.5% | +109.1% |
| 5Y | +40.2% | -39.5% | +79.7% | +46.1% |
| All | +162.9% | +155.3% | +7.6% | +73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 10y: compounded portfolio wealth divided by compounded BRKR 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…
10y analysis · Full analysis span regression · 6 months rolling