+15.6%
KDP vs BRO
-8.1%
+23.7%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -1.0% |
| 7D | -1.6% | -7.6% | +6.1% | -0.3% |
| 30D | +9.5% | -6.9% | +16.4% | +10.8% |
| 3M | +2.6% | +12.8% | -10.2% | +3.1% |
| 6M | +15.6% | -5.9% | +21.5% | +14.2% |
| All | +15.6% | -8.1% | +23.7% | +14.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling