+420.1%
BKR vs ALK
+760.3%
-340.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.6% | +1.5% |
| 7D | +3.8% | -1.2% | +5.0% | +3.9% |
| 30D | -10.3% | +7.7% | -18.0% | -12.1% |
| 3M | -21.7% | -19.0% | -2.7% | -18.9% |
| 6M | -23.8% | -0.2% | -23.6% | -25.2% |
| YTD | +10.3% | -23.5% | +33.8% | +13.0% |
| 1Y | +5.7% | -9.1% | +14.8% | +4.2% |
| 3Y | +52.6% | +12.0% | +40.6% | +39.6% |
| 5Y | +127.1% | -30.9% | +157.9% | +124.9% |
| 10Y | +56.5% | -45.6% | +102.0% | +54.3% |
| All | +420.1% | +760.3% | -340.2% | +193.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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