+120.2%
BKR vs BTG
+159.3%
-39.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.6% |
| 7D | -7.0% | -3.8% | -3.2% | -6.5% |
| 30D | -8.1% | +3.6% | -11.8% | -8.7% |
| 3M | -6.6% | +32.0% | -38.6% | -10.9% |
| 6M | +0.9% | +3.4% | -2.5% | -0.9% |
| YTD | +31.1% | +20.8% | +10.3% | +25.2% |
| 1Y | +27.7% | +22.4% | +5.3% | +21.0% |
| 3Y | +71.2% | +91.7% | -20.5% | +47.7% |
| 5Y | +177.6% | +79.0% | +98.6% | +139.9% |
| All | +120.2% | +159.3% | -39.1% | +84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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