+29.6%
KEY vs BRO
-3.8%
+33.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.2% | -2.7% | +1.1% |
| 7D | +1.7% | +12.2% | -10.5% | +0.6% |
| 30D | +6.8% | +21.3% | -14.5% | +5.0% |
| 3M | -5.8% | +4.1% | -9.9% | -6.4% |
| 6M | +1.4% | +28.9% | -27.4% | -1.8% |
| YTD | +7.5% | -6.6% | +14.1% | +7.5% |
| 1Y | +29.6% | -5.6% | +35.2% | +29.1% |
| All | +29.6% | -3.8% | +33.5% | +29.1% |
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