+32.0%
KEY vs BROS
+38.3%
-6.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | 0.0% |
| 7D | -0.3% | -6.6% | +6.3% | +0.6% |
| 30D | -3.3% | -12.3% | +9.1% | -1.5% |
| 3M | -0.7% | -22.2% | +21.5% | +2.2% |
| 6M | +12.5% | -14.3% | +26.8% | +13.7% |
| YTD | +8.4% | -26.6% | +35.0% | +11.7% |
| 1Y | +18.4% | -31.5% | +50.0% | +22.9% |
| 3Y | +123.3% | +62.3% | +61.1% | +98.7% |
| All | +32.0% | +38.3% | -6.3% | +24.7% |
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