+43.5%
KDP vs BROS
-18.6%
+62.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.9% | +5.0% | +5.8% |
| 7D | +5.3% | +2.5% | +2.9% | +5.1% |
| 30D | +19.1% | +15.1% | +4.0% | +17.5% |
| 3M | +19.2% | -31.4% | +50.5% | +22.7% |
| 6M | +29.3% | -22.6% | +51.9% | +32.6% |
| YTD | +35.5% | -28.1% | +63.7% | +39.1% |
| 1Y | +43.5% | -20.3% | +63.7% | +45.4% |
| All | +43.5% | -18.6% | +62.1% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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