+124.1%
KEY vs BRO
-7.4%
+131.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -1.8% | -8.6% | +6.8% | -0.1% |
| 30D | -3.3% | -6.9% | +3.6% | -2.0% |
| 3M | -0.2% | +10.5% | -10.7% | -3.0% |
| 6M | +12.1% | -2.8% | +14.9% | +12.1% |
| YTD | +8.4% | -16.1% | +24.6% | +12.4% |
| 1Y | +17.6% | -27.6% | +45.2% | +27.3% |
| All | +124.1% | -7.4% | +131.6% | +136.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling