-6.9%
KMB vs BROS
+43.3%
-50.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.6% |
| 7D | -3.0% | -6.7% | +3.6% | -2.9% |
| 30D | -5.5% | -29.1% | +23.6% | -4.8% |
| 3M | +14.0% | -16.7% | +30.7% | +14.5% |
| 6M | +4.1% | -11.6% | +15.7% | +4.4% |
| YTD | +8.0% | -23.9% | +32.0% | +8.5% |
| 1Y | -13.7% | -34.8% | +21.0% | -13.3% |
| 3Y | -5.9% | +62.1% | -68.0% | -6.9% |
| All | -6.9% | +43.3% | -50.2% | -7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling