+90.1%
KEYS vs BRO
+17.6%
+72.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.0% |
| 7D | +3.5% | -7.3% | +10.8% | +4.9% |
| 30D | -4.5% | -6.9% | +2.4% | -3.4% |
| 3M | -0.4% | +10.7% | -11.1% | -4.5% |
| 6M | +19.1% | -2.7% | +21.8% | +18.7% |
| YTD | +66.7% | -16.3% | +83.0% | +74.2% |
| 1Y | +96.5% | -29.1% | +125.5% | +118.8% |
| 3Y | +155.2% | -7.8% | +163.0% | +143.7% |
| All | +90.1% | +17.6% | +72.4% | +50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling