+133.4%
KR vs BRO
+294.2%
-160.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.8% |
| 7D | -0.2% | -7.3% | +7.2% | +1.6% |
| 30D | +5.1% | -6.9% | +11.9% | +6.7% |
| 3M | -8.2% | +10.7% | -18.8% | -10.2% |
| 6M | -18.0% | -2.7% | -15.3% | -17.7% |
| YTD | -4.8% | -16.3% | +11.6% | -1.6% |
| 1Y | -11.0% | -29.1% | +18.1% | -4.9% |
| 3Y | +37.7% | -7.8% | +45.5% | +38.7% |
| 5Y | +52.8% | +18.7% | +34.0% | +44.7% |
| All | +133.4% | +294.2% | -160.9% | +61.2% |
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