+113.9%
KEY vs BROS
+25.7%
+88.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.2% |
| 7D | -1.3% | -21.2% | +19.9% | +2.0% |
| 30D | +5.1% | -11.6% | +16.7% | +6.6% |
| 3M | -7.1% | -36.7% | +29.6% | -1.1% |
| 6M | -4.4% | -42.8% | +38.4% | +2.5% |
| YTD | +4.0% | -44.8% | +48.9% | +11.4% |
| 1Y | +23.4% | -36.5% | +60.0% | +29.1% |
| 3Y | +113.9% | +27.0% | +87.0% | +91.4% |
| All | +113.9% | +25.7% | +88.2% | +91.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling