-23.8%
BKR vs ADVB
-50.5%
+26.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -23.6% | +24.8% | +1.2% |
| 7D | +3.8% | +27.8% | -24.0% | +3.7% |
| 30D | -10.3% | -50.8% | +40.5% | -10.9% |
| 3M | -21.7% | -70.5% | +48.8% | -22.5% |
| 6M | -23.8% | -46.7% | +23.0% | -24.3% |
| All | -23.8% | -50.5% | +26.7% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 6mo: compounded portfolio wealth divided by compounded ADVB 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…
6mo analysis · Full analysis span regression · 6 months rolling