-0.6%
KMB vs BROS
-50.1%
+49.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.8% |
| 7D | +0.5% | -21.2% | +21.7% | +1.0% |
| 30D | +12.4% | -11.6% | +23.9% | +12.6% |
| 3M | +1.0% | -36.7% | +37.7% | +2.1% |
| 6M | +12.1% | -42.8% | +55.0% | +13.6% |
| YTD | +11.6% | -44.8% | +56.5% | +13.1% |
| 1Y | +13.1% | -36.5% | +49.7% | +14.3% |
| 3Y | +1.6% | +27.0% | -25.4% | +0.8% |
| All | -0.6% | -50.1% | +49.6% | -1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling