+35.9%
KDP vs BROS
-40.8%
+76.7%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -3.7% | -3.7% | -7.1% |
| 7D | -4.0% | -2.5% | -1.5% | -3.8% |
| 30D | +8.5% | -11.2% | +19.7% | +9.1% |
| 3M | +20.7% | -33.9% | +54.6% | +24.6% |
| 6M | +23.2% | -33.5% | +56.7% | +28.2% |
| YTD | +30.5% | -44.9% | +75.4% | +36.5% |
| 1Y | +35.9% | -41.5% | +77.4% | +41.1% |
| All | +35.9% | -40.8% | +76.7% | +41.1% |
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