+19.8%
KDP vs BROS
+10.8%
+9.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.6% | -5.8% | +0.6% |
| 7D | +0.3% | -17.9% | +18.2% | +1.0% |
| 30D | +16.3% | -5.4% | +21.7% | +16.4% |
| 3M | +24.0% | -32.1% | +56.1% | +25.8% |
| 6M | +30.0% | -31.7% | +61.7% | +31.7% |
| YTD | +36.1% | -41.2% | +77.3% | +38.4% |
| 1Y | +46.8% | -32.6% | +79.4% | +48.5% |
| 3Y | +30.5% | +32.7% | -2.2% | +26.8% |
| 5Y | +17.9% | -44.2% | +62.1% | +15.1% |
| All | +19.8% | +10.8% | +9.0% | +18.4% |
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 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