+275.9%
BKR vs BG
+1,192.5%
-916.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.9% | -7.5% | -7.0% |
| 7D | -6.7% | +3.7% | -10.4% | -8.2% |
| 30D | -8.3% | +12.3% | -20.7% | -13.1% |
| 3M | -5.4% | -2.2% | -3.2% | -5.1% |
| 6M | +0.8% | +5.3% | -4.5% | -2.7% |
| YTD | +31.8% | +42.4% | -10.6% | +11.3% |
| 1Y | +28.6% | +55.2% | -26.6% | +3.6% |
| 3Y | +71.2% | +21.0% | +50.3% | +51.0% |
| 5Y | +179.2% | +87.1% | +92.1% | +98.8% |
| 10Y | +124.0% | +169.8% | -45.9% | +28.4% |
| All | +275.9% | +1,192.5% | -916.6% | +82.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling