+15.2%
KDP vs BROS
-35.3%
+50.5%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.0% |
| 7D | +1.3% | -6.7% | +7.9% | +2.2% |
| 30D | +6.0% | -29.1% | +35.1% | +10.3% |
| 3M | +9.2% | -16.7% | +25.9% | +11.6% |
| 6M | +14.7% | -11.6% | +26.3% | +15.7% |
| YTD | +19.2% | -23.9% | +43.1% | +23.5% |
| 1Y | +15.2% | -34.8% | +50.0% | +26.3% |
| All | +15.2% | -35.3% | +50.5% | +26.3% |
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