+29.1%
KDP vs BROS
+25.7%
+3.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.6% |
| 7D | +2.2% | -21.2% | +23.4% | +3.1% |
| 30D | +19.9% | -11.6% | +31.5% | +20.4% |
| 3M | +21.5% | -36.7% | +58.2% | +23.5% |
| 6M | +30.1% | -42.8% | +72.9% | +32.8% |
| YTD | +34.9% | -44.8% | +79.8% | +37.6% |
| 1Y | +43.4% | -36.5% | +79.9% | +45.6% |
| 3Y | +29.1% | +27.0% | +2.1% | +26.3% |
| All | +29.1% | +25.7% | +3.4% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling