-4.9%
KMB vs BROS
+3.7%
-8.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.7% | +2.2% | -1.4% |
| 7D | -3.0% | -2.5% | -0.5% | -2.9% |
| 30D | +9.1% | -11.2% | +20.3% | +9.3% |
| 3M | -0.4% | -33.9% | +33.5% | +0.4% |
| 6M | +13.0% | -33.5% | +46.5% | +14.0% |
| YTD | +10.3% | -44.9% | +55.3% | +11.6% |
| 1Y | +8.2% | -41.5% | +49.7% | +9.3% |
| 3Y | +0.4% | +22.4% | -22.1% | 0.0% |
| 5Y | -2.7% | -45.7% | +43.0% | -2.9% |
| All | -4.9% | +3.7% | -8.6% | -4.8% |
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