+171.6%
BKR vs BNY
+256.6%
-85.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -7.0% | -1.3% | -5.7% | -6.4% |
| 30D | -8.1% | -0.2% | -8.0% | -8.1% |
| 3M | -6.6% | +14.9% | -21.6% | -13.1% |
| 6M | +0.9% | +40.0% | -39.1% | -15.2% |
| YTD | +31.1% | +42.0% | -10.9% | +8.8% |
| 1Y | +27.7% | +56.9% | -29.1% | +0.4% |
| 3Y | +71.2% | +289.9% | -218.6% | -13.6% |
| All | +171.6% | +256.6% | -85.0% | +28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling