+153.0%
BKR vs BAH
+878.1%
-725.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.5% |
| 7D | -1.5% | -1.3% | -0.2% | -1.2% |
| 30D | -0.7% | -6.6% | +5.9% | +1.1% |
| 3M | +0.5% | -7.2% | +7.7% | +2.0% |
| 6M | +6.6% | -10.0% | +16.6% | +8.4% |
| YTD | +41.3% | -12.5% | +53.7% | +43.0% |
| 1Y | +42.2% | -27.9% | +70.1% | +51.8% |
| 3Y | +83.4% | -31.4% | +114.9% | +89.5% |
| 5Y | +203.6% | -3.2% | +206.9% | +174.7% |
| 10Y | +139.9% | +191.5% | -51.5% | +51.0% |
| All | +153.0% | +878.1% | -725.1% | -7.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling