+566.3%
BKR vs BP
+1,388.4%
-822.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -1.8% |
| 7D | -1.5% | +4.0% | -5.5% | -4.4% |
| 30D | -0.7% | +7.8% | -8.5% | -6.5% |
| 3M | +0.5% | +8.4% | -7.9% | -6.5% |
| 6M | +6.6% | +15.1% | -8.4% | -6.2% |
| YTD | +41.3% | +36.4% | +4.8% | +8.5% |
| 1Y | +42.2% | +40.9% | +1.3% | +6.4% |
| 3Y | +83.4% | +38.8% | +44.6% | +36.6% |
| 5Y | +203.6% | +141.1% | +62.5% | +46.0% |
| 10Y | +139.9% | +133.9% | +6.0% | +14.7% |
| All | +566.3% | +1,388.4% | -822.2% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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