+43.5%
KDP vs BRO
-3.6%
+47.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +4.5% | +1.4% | +5.0% |
| 7D | +5.3% | +12.4% | -7.1% | +3.0% |
| 30D | +19.1% | +21.6% | -2.5% | +15.1% |
| 3M | +19.2% | +4.3% | +14.8% | +17.7% |
| 6M | +29.3% | +29.2% | +0.1% | +26.1% |
| YTD | +35.5% | -6.4% | +41.9% | +35.0% |
| 1Y | +43.5% | -5.3% | +48.8% | +43.4% |
| All | +43.5% | -3.6% | +47.1% | +43.4% |
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 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