+9.7%
BKR vs BAH
+6.2%
+3.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.5% | -7.0% | -5.5% |
| 7D | -8.8% | +5.8% | -14.5% | -8.7% |
| 30D | -13.1% | +28.7% | -41.8% | -13.0% |
| 3M | -18.9% | +20.9% | -39.8% | -18.8% |
| 6M | -27.2% | +15.2% | -42.4% | -27.2% |
| YTD | +10.7% | +7.1% | +3.6% | +5.6% |
| 1Y | +9.7% | +6.4% | +3.3% | +6.4% |
| All | +9.7% | +6.2% | +3.5% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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