+71.2%
BKR vs BG
+18.0%
+53.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.2% | 0.0% |
| 7D | -7.0% | +3.1% | -10.1% | -8.0% |
| 30D | -8.1% | +10.2% | -18.4% | -11.3% |
| 3M | -6.6% | -1.7% | -4.9% | -6.6% |
| 6M | +0.9% | +1.0% | -0.1% | -0.5% |
| YTD | +31.1% | +39.9% | -8.8% | +14.9% |
| 1Y | +27.7% | +53.2% | -25.5% | +7.6% |
| 3Y | +71.2% | +16.3% | +54.9% | +63.3% |
| All | +71.2% | +18.0% | +53.2% | +63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling