+8.2%
KMB vs BROS
-40.8%
+49.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.7% | +2.2% | -1.1% |
| 7D | -3.0% | -2.5% | -0.5% | -2.7% |
| 30D | +9.1% | -11.2% | +20.3% | +9.6% |
| 3M | -0.4% | -33.9% | +33.5% | +3.7% |
| 6M | +13.0% | -33.5% | +46.5% | +18.3% |
| YTD | +10.3% | -44.9% | +55.3% | +16.8% |
| 1Y | +8.2% | -41.5% | +49.7% | +13.3% |
| All | +8.2% | -40.8% | +49.1% | +13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling