+96.0%
KEYS vs BRO
-24.4%
+120.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +0.7% |
| 7D | +2.3% | -2.6% | +4.8% | +1.0% |
| 30D | -2.6% | +0.9% | -3.5% | -1.9% |
| 3M | -4.6% | +24.8% | -29.4% | +4.1% |
| 6M | +8.7% | -0.1% | +8.8% | +15.9% |
| YTD | +61.0% | -9.7% | +70.7% | +69.2% |
| 1Y | +96.0% | -24.5% | +120.5% | +105.6% |
| All | +96.0% | -24.4% | +120.4% | +105.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling