+9.7%
BKR vs ALM
+44.8%
-35.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.2% | -6.7% | -5.6% |
| 7D | -8.8% | -6.4% | -2.4% | -8.3% |
| 30D | -13.1% | -35.0% | +21.9% | -10.2% |
| 3M | -18.9% | -33.8% | +14.9% | -16.5% |
| 6M | -27.2% | -55.0% | +27.8% | -23.3% |
| YTD | +10.7% | -0.2% | +10.9% | +15.7% |
| 1Y | +9.7% | +41.8% | -32.1% | +15.2% |
| All | +9.7% | +44.8% | -35.2% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling