+2.1%
KMB vs BROS
+30.6%
-28.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.5% | -4.4% | +1.8% |
| 7D | +0.9% | +6.3% | -5.4% | +0.7% |
| 30D | +10.1% | -8.3% | +18.4% | +10.2% |
| 3M | 0.0% | -29.8% | +29.8% | +1.0% |
| 6M | +15.7% | -25.8% | +41.5% | +17.0% |
| YTD | +12.6% | -41.4% | +54.0% | +14.2% |
| 1Y | +10.1% | -35.2% | +45.3% | +11.5% |
| 3Y | +2.1% | +32.8% | -30.6% | +3.4% |
| All | +2.1% | +30.6% | -28.4% | +3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling