+1,057.5%
KEY vs BRO
+26,306.2%
-25,248.7%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.5% | +2.8% | -0.3% |
| 7D | +2.7% | -5.4% | +8.1% | +4.6% |
| 30D | -3.2% | -4.3% | +1.1% | -1.9% |
| 3M | +1.0% | +17.8% | -16.9% | -5.1% |
| 6M | +11.9% | -6.8% | +18.6% | +13.2% |
| YTD | +8.7% | -13.8% | +22.5% | +12.5% |
| 1Y | +18.5% | -27.8% | +46.3% | +29.8% |
| 3Y | +124.0% | -4.7% | +128.7% | +120.9% |
| 5Y | +40.8% | +20.6% | +20.2% | +27.7% |
| 10Y | +167.0% | +293.7% | -126.7% | +75.5% |
| All | +1,057.5% | +26,306.2% | -25,248.7% | +509.0% |
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