+66.0%
BKR vs ALLE
+342.5%
-276.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.7% |
| 7D | +3.8% | +3.6% | +0.2% | +2.0% |
| 30D | -10.3% | +25.9% | -36.2% | -20.7% |
| 3M | -21.7% | +15.8% | -37.5% | -27.9% |
| 6M | -23.8% | +48.1% | -71.9% | -39.0% |
| YTD | +10.3% | +22.0% | -11.7% | -2.9% |
| 1Y | +5.7% | +18.0% | -12.3% | -5.4% |
| 3Y | +52.6% | +93.1% | -40.4% | +1.4% |
| 5Y | +127.1% | +52.1% | +75.0% | +67.3% |
| 10Y | +56.5% | +212.0% | -155.5% | -21.0% |
| All | +66.0% | +342.5% | -276.5% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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