+13.5%
KMB vs BRO
+294.2%
-280.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -6.5% | -7.3% | +0.8% | -4.2% |
| 30D | -8.8% | -6.9% | -2.0% | -6.8% |
| 3M | -2.2% | +10.7% | -12.8% | -5.4% |
| 6M | +0.7% | -2.7% | +3.3% | +0.9% |
| YTD | +1.0% | -16.3% | +17.4% | +5.8% |
| 1Y | -20.3% | -29.1% | +8.8% | -12.2% |
| 3Y | -13.3% | -7.8% | -5.4% | -13.4% |
| 5Y | -12.9% | +18.7% | -31.7% | -23.1% |
| All | +13.5% | +294.2% | -280.8% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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