+34.5%
KEY vs BRO
+17.6%
+16.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -1.5% | -7.3% | +5.8% | +1.2% |
| 30D | -3.7% | -6.9% | +3.2% | -1.3% |
| 3M | -1.3% | +10.7% | -11.9% | -6.1% |
| 6M | +13.3% | -2.7% | +16.0% | +13.1% |
| YTD | +9.0% | -16.3% | +25.3% | +15.4% |
| 1Y | +18.7% | -29.1% | +47.8% | +35.4% |
| 3Y | +125.3% | -7.8% | +133.1% | +118.3% |
| All | +34.5% | +17.6% | +16.8% | +8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling