+1,018.0%
KEYS vs BRO
+294.2%
+723.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.1% |
| 7D | +3.5% | -7.3% | +10.8% | +6.4% |
| 30D | -4.5% | -6.9% | +2.4% | -2.3% |
| 3M | -0.4% | +10.7% | -11.1% | -6.9% |
| 6M | +19.1% | -2.7% | +21.8% | +17.2% |
| YTD | +66.7% | -16.3% | +83.0% | +74.8% |
| 1Y | +96.5% | -29.1% | +125.5% | +122.9% |
| 3Y | +155.2% | -7.8% | +163.0% | +141.6% |
| 5Y | +88.0% | +18.7% | +69.3% | +48.2% |
| All | +1,018.0% | +294.2% | +723.7% | +315.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling