+177.9%
KO vs BRO
+295.1%
-117.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -1.1% | -8.6% | +7.5% | +1.9% |
| 30D | +1.6% | -6.9% | +8.5% | +4.0% |
| 3M | +5.8% | +10.5% | -4.7% | +1.9% |
| 6M | +14.3% | -2.8% | +17.1% | +14.5% |
| YTD | +27.3% | -16.1% | +43.5% | +34.0% |
| 1Y | +33.2% | -27.6% | +60.8% | +47.5% |
| 3Y | +64.5% | -7.3% | +71.8% | +61.5% |
| 5Y | +83.1% | +19.0% | +64.1% | +55.6% |
| All | +177.9% | +295.1% | -117.2% | +69.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling