+1,670.2%
KMB vs BRO
+25,667.1%
-23,996.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.4% | -1.7% | -3.8% |
| 7D | -8.6% | -7.6% | -1.0% | -7.6% |
| 30D | -7.5% | -6.9% | -0.7% | -6.6% |
| 3M | -0.6% | +12.8% | -13.4% | -2.2% |
| 6M | -1.5% | -5.9% | +4.3% | -1.0% |
| YTD | +1.6% | -15.9% | +17.5% | +3.6% |
| 1Y | -20.8% | -28.1% | +7.4% | -17.6% |
| 3Y | -12.4% | -7.0% | -5.4% | -12.1% |
| 5Y | -12.9% | +18.0% | -30.9% | -15.8% |
| 10Y | +14.7% | +293.9% | -279.2% | -3.0% |
| All | +1,670.2% | +25,667.1% | -23,996.9% | +1,205.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling