+120.2%
BKR vs BAX
-38.1%
+158.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.2% |
| 7D | -7.0% | -7.9% | +0.9% | -5.0% |
| 30D | -8.1% | -11.7% | +3.5% | -5.2% |
| 3M | -6.6% | +16.2% | -22.8% | -11.0% |
| 6M | +0.9% | +32.0% | -31.1% | -7.8% |
| YTD | +31.1% | +24.7% | +6.4% | +20.5% |
| 1Y | +27.7% | -2.6% | +30.3% | +25.6% |
| 3Y | +71.2% | -35.0% | +106.2% | +85.1% |
| 5Y | +177.6% | -67.6% | +245.2% | +284.7% |
| All | +120.2% | -38.1% | +158.3% | +146.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling