+120.2%
BKR vs BNS
+188.9%
-68.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.2% | -1.1% |
| 7D | -7.0% | -0.4% | -6.6% | -6.8% |
| 30D | -8.1% | +3.5% | -11.6% | -11.2% |
| 3M | -6.6% | +14.1% | -20.7% | -17.4% |
| 6M | +0.9% | +33.8% | -32.9% | -22.7% |
| YTD | +31.1% | +29.5% | +1.6% | +3.0% |
| 1Y | +27.7% | +48.4% | -20.7% | -11.5% |
| 3Y | +71.2% | +129.6% | -58.4% | -22.9% |
| 5Y | +177.6% | +96.1% | +81.6% | +41.4% |
| All | +120.2% | +188.9% | -68.7% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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