+120.2%
BKR vs APA
-2.4%
+122.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | -7.0% | +4.6% | -11.6% | -8.7% |
| 30D | -8.1% | +11.9% | -20.0% | -12.4% |
| 3M | -6.6% | +22.5% | -29.1% | -14.8% |
| 6M | +0.9% | +37.5% | -36.7% | -13.5% |
| YTD | +31.1% | +87.2% | -56.1% | -1.8% |
| 1Y | +27.7% | +101.4% | -73.7% | -8.0% |
| 3Y | +71.2% | +16.9% | +54.3% | +47.9% |
| 5Y | +177.6% | +178.4% | -0.8% | +61.9% |
| All | +120.2% | -2.4% | +122.5% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling