+173.2%
BKR vs BAX
-67.6%
+240.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.6% |
| 3M | -5.4% | +19.1% | -24.5% | -8.3% |
| 6M | +0.8% | +38.6% | -37.8% | -5.1% |
| YTD | +31.8% | +26.7% | +5.1% | +25.3% |
| 1Y | +28.6% | +1.0% | +27.5% | +26.8% |
| 3Y | +71.2% | -33.9% | +105.1% | +79.0% |
| All | +173.2% | -67.6% | +240.7% | +210.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling