+30.4%
KEY vs BROS
+10.5%
+19.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.5% | -5.9% | -0.3% |
| 7D | +2.9% | +6.3% | -3.4% | +2.0% |
| 30D | +8.4% | -8.3% | +16.8% | +9.3% |
| 3M | -5.8% | -29.8% | +24.0% | -1.4% |
| 6M | +5.4% | -25.8% | +31.3% | +8.5% |
| YTD | +7.1% | -41.4% | +48.4% | +13.4% |
| 1Y | +26.8% | -35.2% | +62.0% | +32.3% |
| 3Y | +128.7% | +32.8% | +95.9% | +108.7% |
| 5Y | +13.6% | -42.2% | +55.8% | +6.0% |
| All | +30.4% | +10.5% | +19.9% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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