+83.7%
BKR vs AS
+131.9%
-48.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.4% | +5.9% | +3.7% |
| 7D | -0.4% | -3.0% | +2.6% | -0.1% |
| 30D | -11.6% | +9.6% | -21.2% | -12.6% |
| 3M | -23.4% | -8.2% | -15.2% | -22.8% |
| 6M | -22.9% | -9.9% | -13.0% | -22.3% |
| YTD | +10.2% | -16.8% | +27.0% | +11.5% |
| 1Y | +2.5% | +3.0% | -0.5% | +0.5% |
| All | +83.7% | +131.9% | -48.3% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 5y: compounded portfolio wealth divided by compounded AS 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…
5y analysis · Full analysis span regression · 6 months rolling