+9.7%
BKR vs BAX
+46.0%
-36.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +4.0% | -9.5% | -5.5% |
| 7D | -8.8% | +4.1% | -12.8% | -8.6% |
| 30D | -13.1% | +9.4% | -22.5% | -13.2% |
| 3M | -18.9% | -6.5% | -12.4% | -18.3% |
| 6M | -27.2% | +59.6% | -86.8% | -29.5% |
| YTD | +10.7% | +38.9% | -28.2% | +6.3% |
| 1Y | +9.7% | +48.0% | -38.3% | +5.4% |
| All | +9.7% | +46.0% | -36.4% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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