+521.9%
BKR vs BAX
+836.5%
-314.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.9% | -5.8% | -6.4% |
| 7D | -6.7% | -5.4% | -1.2% | -5.3% |
| 30D | -8.3% | -12.4% | +4.0% | -5.1% |
| 3M | -5.4% | +19.1% | -24.5% | -10.5% |
| 6M | +0.8% | +38.6% | -37.8% | -9.1% |
| YTD | +31.8% | +26.7% | +5.1% | +20.8% |
| 1Y | +28.6% | +1.0% | +27.5% | +24.6% |
| 3Y | +71.2% | -33.9% | +105.1% | +81.6% |
| 5Y | +179.2% | -67.0% | +246.3% | +254.4% |
| 10Y | +124.0% | -37.5% | +161.4% | +135.7% |
| All | +521.9% | +836.5% | -314.6% | +250.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling