+192.6%
BKR vs ALC
+20.4%
+172.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | -1.5% | -5.3% | +3.7% | +0.5% |
| 30D | -0.7% | -7.1% | +6.4% | +2.1% |
| 3M | +0.5% | +0.8% | -0.3% | -0.4% |
| 6M | +6.6% | -16.0% | +22.6% | +13.0% |
| YTD | +41.3% | -12.7% | +54.0% | +47.1% |
| 1Y | +42.2% | -12.8% | +55.0% | +47.5% |
| 3Y | +83.4% | -15.8% | +99.3% | +88.8% |
| 5Y | +203.6% | -16.7% | +220.3% | +206.2% |
| All | +192.6% | +20.4% | +172.3% | +112.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling