+112.2%
BKR vs ALLE
+260.9%
-148.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.7% |
| 7D | +1.7% | -0.2% | +2.0% | +1.8% |
| 30D | +3.3% | -6.8% | +10.1% | +7.0% |
| 3M | -3.6% | +21.0% | -24.6% | -13.9% |
| 6M | +5.0% | +1.1% | +3.9% | +2.8% |
| YTD | +40.9% | -0.5% | +41.5% | +38.7% |
| 1Y | +39.2% | -7.3% | +46.5% | +41.6% |
| 3Y | +83.7% | +42.3% | +41.5% | +44.1% |
| 5Y | +207.5% | +13.5% | +194.1% | +167.1% |
| 10Y | +136.3% | +144.0% | -7.7% | +35.8% |
| All | +112.2% | +260.9% | -148.7% | +2.3% |
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