+38.5%
BKR vs BTG
+371.8%
-333.3%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.9% | -3.8% | -6.3% |
| 7D | -6.7% | -5.5% | -1.2% | -6.0% |
| 30D | -8.3% | +6.1% | -14.5% | -9.1% |
| 3M | -5.4% | +38.6% | -44.0% | -9.6% |
| 6M | +0.8% | +0.7% | +0.1% | -0.4% |
| YTD | +31.8% | +20.3% | +11.5% | +26.9% |
| 1Y | +28.6% | +25.0% | +3.5% | +22.6% |
| 3Y | +71.2% | +97.3% | -26.1% | +51.6% |
| 5Y | +179.2% | +78.3% | +100.9% | +148.1% |
| 10Y | +124.0% | +151.6% | -27.7% | +82.2% |
| All | +38.5% | +371.8% | -333.3% | -25.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling