+171.6%
BKR vs BTI
+118.0%
+53.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | -7.0% | -0.2% | -6.8% | -7.0% |
| 30D | -8.1% | -1.1% | -7.0% | -7.9% |
| 3M | -6.6% | -8.8% | +2.1% | -4.6% |
| 6M | +0.9% | -4.0% | +4.8% | +0.9% |
| YTD | +31.1% | +0.4% | +30.7% | +29.0% |
| 1Y | +27.7% | +1.9% | +25.8% | +24.9% |
| 3Y | +71.2% | +108.5% | -37.3% | +21.7% |
| All | +171.6% | +118.0% | +53.6% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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