+72.2%
BKR vs BAX
-34.3%
+106.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.9% | -5.8% | -6.5% |
| 7D | -6.7% | -5.4% | -1.2% | -5.9% |
| 30D | -8.3% | -12.4% | +4.0% | -6.7% |
| 3M | -5.4% | +19.1% | -24.5% | -8.2% |
| 6M | +0.8% | +38.6% | -37.8% | -5.0% |
| YTD | +31.8% | +26.7% | +5.1% | +25.4% |
| 1Y | +28.6% | +1.0% | +27.5% | +27.2% |
| All | +72.2% | -34.3% | +106.5% | +72.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling