+32.7%
KO vs BRO
-24.4%
+57.1%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.7% | -0.6% |
| 7D | -1.8% | -2.6% | +0.8% | -1.4% |
| 30D | +1.4% | +0.9% | +0.5% | +1.3% |
| 3M | +15.4% | +24.8% | -9.4% | +13.5% |
| 6M | +14.3% | -0.1% | +14.4% | +13.8% |
| YTD | +27.7% | -9.7% | +37.4% | +28.3% |
| 1Y | +32.7% | -24.5% | +57.2% | +33.5% |
| All | +32.7% | -24.4% | +57.1% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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