+121.4%
BKR vs ACWI
+230.9%
-109.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.8% | -5.8% | -5.7% |
| 7D | -6.7% | -1.9% | -4.7% | -4.4% |
| 30D | -8.3% | -1.3% | -7.0% | -6.9% |
| 3M | -5.4% | +5.0% | -10.4% | -11.1% |
| 6M | +0.8% | +11.7% | -10.9% | -12.4% |
| YTD | +31.8% | +13.0% | +18.9% | +13.0% |
| 1Y | +28.6% | +19.2% | +9.3% | +3.0% |
| 3Y | +71.2% | +75.0% | -3.8% | -14.4% |
| 5Y | +179.2% | +67.1% | +112.2% | +46.0% |
| All | +121.4% | +230.9% | -109.4% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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