+171.6%
BKR vs BG
+81.8%
+89.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.2% | +0.1% |
| 7D | -7.0% | +3.1% | -10.1% | -8.2% |
| 30D | -8.1% | +10.2% | -18.4% | -11.9% |
| 3M | -6.6% | -1.7% | -4.9% | -6.5% |
| 6M | +0.9% | +1.0% | -0.1% | -0.7% |
| YTD | +31.1% | +39.9% | -8.8% | +12.0% |
| 1Y | +27.7% | +53.2% | -25.5% | +3.9% |
| 3Y | +71.2% | +16.3% | +54.9% | +55.3% |
| All | +171.6% | +81.8% | +89.8% | +84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling