+91.7%
BKNG vs BKR
+174.4%
-82.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.7% | +7.2% | +1.8% |
| 7D | -10.7% | -6.7% | -4.0% | -9.6% |
| 30D | -18.1% | -8.3% | -9.8% | -16.8% |
| 3M | +8.5% | -5.4% | +13.9% | +9.3% |
| 6M | -0.1% | +0.8% | -0.9% | -1.4% |
| YTD | -18.2% | +31.8% | -50.1% | -24.6% |
| 1Y | -19.9% | +28.6% | -48.4% | -26.0% |
| 3Y | +41.6% | +71.2% | -29.6% | +19.7% |
| All | +91.7% | +174.4% | -82.7% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 5y: compounded portfolio wealth divided by compounded BKR 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…
5y analysis · Full analysis span regression · 6 months rolling