+37.7%
KR vs BROS
+59.1%
-21.4%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +2.7% |
| 7D | -0.2% | -5.8% | +5.6% | -0.3% |
| 30D | +5.1% | -14.0% | +19.0% | +4.7% |
| 3M | -8.2% | -32.5% | +24.3% | -8.9% |
| 6M | -18.0% | -14.9% | -3.1% | -18.2% |
| YTD | -4.8% | -28.3% | +23.5% | -5.2% |
| 1Y | -11.0% | -34.0% | +23.0% | -11.5% |
| 3Y | +37.7% | +63.0% | -25.3% | +31.9% |
| All | +37.7% | +59.1% | -21.4% | +31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling