+569.2%
BKR vs B
+790.6%
-221.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.1% | +1.0% |
| 7D | +0.4% | +2.3% | -1.9% | -0.1% |
| 30D | +3.9% | +1.4% | +2.5% | +3.2% |
| 3M | -1.1% | +12.2% | -13.2% | -4.0% |
| 6M | +7.6% | -2.1% | +9.7% | +6.7% |
| YTD | +41.9% | +2.9% | +38.9% | +38.8% |
| 1Y | +42.2% | +55.3% | -13.1% | +27.0% |
| 3Y | +84.3% | +198.7% | -114.4% | +41.2% |
| 5Y | +215.7% | +153.8% | +61.9% | +146.4% |
| 10Y | +130.9% | +193.4% | -62.5% | +64.7% |
| All | +569.2% | +790.6% | -221.4% | +263.2% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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