+150.0%
BKR vs CNH
+55.5%
+94.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.6% | +6.2% | +3.2% |
| 7D | +0.4% | +8.8% | -8.4% | -3.9% |
| 30D | +3.9% | +24.7% | -20.8% | -7.4% |
| 3M | -1.1% | +27.3% | -28.4% | -13.7% |
| 6M | +7.6% | +23.2% | -15.5% | -6.0% |
| YTD | +41.9% | +48.9% | -7.0% | +12.3% |
| 1Y | +42.2% | +19.4% | +22.8% | +24.8% |
| 3Y | +84.3% | +7.8% | +76.5% | +63.3% |
| 5Y | +215.7% | +8.7% | +207.0% | +166.5% |
| 10Y | +130.9% | +149.5% | -18.6% | +22.5% |
| All | +150.0% | +55.5% | +94.5% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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