+165.1%
BKR vs BROS
+33.7%
+131.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.4% | -3.3% | -6.4% |
| 7D | -6.7% | -6.1% | -0.6% | -6.1% |
| 30D | -8.3% | -12.4% | +4.0% | -7.3% |
| 3M | -5.4% | -27.9% | +22.5% | -3.1% |
| 6M | +0.8% | -16.8% | +17.6% | +1.6% |
| YTD | +31.8% | -29.0% | +60.9% | +34.6% |
| 1Y | +28.6% | -33.2% | +61.8% | +31.6% |
| 3Y | +71.2% | +56.8% | +14.5% | +58.9% |
| All | +165.1% | +33.7% | +131.5% | +159.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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