+90.1%
KEYS vs BRKR
-39.7%
+129.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.1% |
| 7D | +3.5% | -8.7% | +12.2% | +6.1% |
| 30D | -4.5% | -9.9% | +5.4% | -1.9% |
| 3M | -0.4% | -3.1% | +2.7% | -2.1% |
| 6M | +19.1% | +45.5% | -26.4% | +0.5% |
| YTD | +66.7% | +13.7% | +53.0% | +51.8% |
| 1Y | +96.5% | +67.4% | +29.0% | +54.6% |
| 3Y | +155.2% | -13.2% | +168.4% | +139.9% |
| All | +90.1% | -39.7% | +129.8% | +92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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