-8.7%
KMB vs BROS
+41.2%
-49.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.9% |
| 7D | -2.7% | -0.9% | -1.8% | -2.7% |
| 30D | -5.0% | -13.5% | +8.4% | -4.7% |
| 3M | +6.6% | -18.4% | +25.0% | +7.1% |
| 6M | +1.0% | -10.6% | +11.6% | +1.3% |
| YTD | +6.0% | -25.1% | +31.0% | +6.5% |
| 1Y | -16.6% | -28.6% | +12.0% | -16.2% |
| 3Y | -8.6% | +65.6% | -74.2% | -9.5% |
| All | -8.7% | +41.2% | -49.9% | -9.1% |
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 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