+173.2%
BKR vs BAH
+2.2%
+170.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +4.8% | -11.5% | -7.3% |
| 7D | -6.7% | +2.4% | -9.1% | -7.0% |
| 30D | -8.3% | -2.9% | -5.4% | -8.0% |
| 3M | -5.4% | -1.3% | -4.1% | -5.4% |
| 6M | +0.8% | -0.9% | +1.7% | +0.3% |
| YTD | +31.8% | -8.2% | +40.1% | +31.6% |
| 1Y | +28.6% | -24.0% | +52.6% | +32.8% |
| 3Y | +71.2% | -28.1% | +99.3% | +68.3% |
| All | +173.2% | +2.2% | +170.9% | +145.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling