+203.6%
BKR vs COMP
-28.2%
+231.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.4% |
| 7D | -1.5% | +0.8% | -2.4% | -1.6% |
| 30D | -0.7% | -13.9% | +13.2% | +0.3% |
| 3M | +0.5% | +30.7% | -30.2% | -2.0% |
| 6M | +6.6% | +18.7% | -12.0% | +4.1% |
| YTD | +41.3% | +1.0% | +40.2% | +39.3% |
| 1Y | +42.2% | +15.1% | +27.1% | +38.2% |
| 3Y | +83.4% | +219.8% | -136.3% | +57.9% |
| 5Y | +203.6% | -28.7% | +232.3% | +174.9% |
| All | +203.6% | -28.2% | +231.8% | +174.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling