+120.2%
BKR vs BNY
+416.3%
-296.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -7.0% | -1.3% | -5.7% | -6.2% |
| 30D | -8.1% | -0.2% | -8.0% | -8.1% |
| 3M | -6.6% | +14.9% | -21.6% | -15.4% |
| 6M | +0.9% | +40.0% | -39.1% | -20.3% |
| YTD | +31.1% | +42.0% | -10.9% | +1.8% |
| 1Y | +27.7% | +56.9% | -29.1% | -7.7% |
| 3Y | +71.2% | +289.9% | -218.6% | -34.9% |
| 5Y | +177.6% | +259.2% | -81.6% | +6.4% |
| All | +120.2% | +416.3% | -296.1% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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