+211.4%
BKR vs COMP
-52.3%
+263.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -5.1% | -1.5% | -6.3% |
| 7D | -6.7% | -8.4% | +1.7% | -6.0% |
| 30D | -8.3% | -20.2% | +11.8% | -6.9% |
| 3M | -5.4% | +28.1% | -33.5% | -7.6% |
| 6M | +0.8% | +14.9% | -14.0% | -1.3% |
| YTD | +31.8% | -4.2% | +36.0% | +30.5% |
| 1Y | +28.6% | +10.2% | +18.3% | +25.4% |
| 3Y | +71.2% | +203.3% | -132.1% | +48.1% |
| 5Y | +179.2% | -29.2% | +208.4% | +150.0% |
| All | +211.4% | -52.3% | +263.8% | +177.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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