+3.2%
KDP vs BROS
+38.3%
-35.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -1.4% |
| 7D | -1.6% | -6.6% | +5.0% | -1.3% |
| 30D | +9.5% | -12.3% | +21.8% | +10.1% |
| 3M | +2.6% | -22.2% | +24.8% | +3.6% |
| 6M | +15.6% | -14.3% | +29.9% | +16.2% |
| YTD | +17.3% | -26.6% | +43.9% | +18.4% |
| 1Y | +20.1% | -31.5% | +51.6% | +21.3% |
| 3Y | +4.9% | +62.3% | -57.3% | +1.2% |
| All | +3.2% | +38.3% | -35.1% | +1.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling