+164.1%
BKR vs ALM
+8,043.4%
-7,879.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | -0.4% |
| 7D | -1.5% | +3.6% | -5.1% | -1.5% |
| 30D | -0.7% | +33.8% | -34.5% | -0.8% |
| 3M | +0.5% | +14.8% | -14.3% | +0.4% |
| 6M | +6.6% | -7.0% | +13.6% | +6.6% |
| YTD | +41.3% | +108.1% | -66.8% | +40.8% |
| 1Y | +42.2% | +313.8% | -271.6% | +41.4% |
| 3Y | +83.4% | +2,227.6% | -2,144.2% | +81.1% |
| 5Y | +203.6% | +956.6% | -753.0% | +200.2% |
| 10Y | +139.9% | +3,082.3% | -2,942.4% | +136.6% |
| All | +164.1% | +8,043.4% | -7,879.3% | +159.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling