+171.6%
BKR vs ALC
-20.7%
+192.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | -7.0% | -6.3% | -0.7% | -5.3% |
| 30D | -8.1% | -10.3% | +2.1% | -5.4% |
| 3M | -6.6% | -0.7% | -5.9% | -6.8% |
| 6M | +0.9% | -17.8% | +18.7% | +5.9% |
| YTD | +31.1% | -15.8% | +46.9% | +36.4% |
| 1Y | +27.7% | -16.7% | +44.4% | +33.1% |
| 3Y | +71.2% | -19.7% | +91.0% | +79.0% |
| All | +171.6% | -20.7% | +192.3% | +176.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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