+121.4%
BKR vs COO
+17.5%
+103.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -14.7% | +8.0% | -1.5% |
| 7D | -6.7% | -23.3% | +16.7% | +2.1% |
| 30D | -8.3% | -29.5% | +21.1% | +3.2% |
| 3M | -5.4% | -20.0% | +14.6% | +1.3% |
| 6M | +0.8% | -27.2% | +28.0% | +11.3% |
| YTD | +31.8% | -33.9% | +65.8% | +50.8% |
| 1Y | +28.6% | -19.9% | +48.5% | +36.2% |
| 3Y | +71.2% | -38.1% | +109.3% | +92.2% |
| 5Y | +179.2% | -52.0% | +231.2% | +241.8% |
| All | +121.4% | +17.5% | +103.9% | +114.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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