+86.4%
BKR vs CAPR
-99.1%
+185.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.6% | +4.3% | +0.7% |
| 7D | +0.4% | -9.5% | +9.9% | +0.5% |
| 30D | +3.9% | +121.5% | -117.7% | +2.4% |
| 3M | -1.1% | -65.4% | +64.3% | -0.6% |
| 6M | +7.6% | -67.5% | +75.2% | +8.2% |
| YTD | +41.9% | -68.6% | +110.5% | +42.5% |
| 1Y | +42.2% | +42.7% | -0.4% | +34.9% |
| 3Y | +84.3% | +43.4% | +40.9% | +70.9% |
| 5Y | +215.7% | +86.0% | +129.7% | +189.0% |
| 10Y | +130.9% | -77.4% | +208.3% | +102.7% |
| All | +86.4% | -99.1% | +185.5% | +56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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