+120.2%
BKR vs BG
+166.7%
-46.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.2% | +0.3% |
| 7D | -7.0% | +3.1% | -10.1% | -8.4% |
| 30D | -8.1% | +10.2% | -18.4% | -12.5% |
| 3M | -6.6% | -1.7% | -4.9% | -6.6% |
| 6M | +0.9% | +1.0% | -0.1% | -1.0% |
| YTD | +31.1% | +39.9% | -8.8% | +9.5% |
| 1Y | +27.7% | +53.2% | -25.5% | +1.0% |
| 3Y | +71.2% | +16.3% | +54.9% | +52.1% |
| 5Y | +177.6% | +83.9% | +93.8% | +88.2% |
| All | +120.2% | +166.7% | -46.5% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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