+171.6%
BKR vs COO
-52.5%
+224.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -7.0% | -22.5% | +15.5% | -1.7% |
| 30D | -8.1% | -29.7% | +21.6% | -0.8% |
| 3M | -6.6% | -20.1% | +13.5% | -2.4% |
| 6M | +0.9% | -26.9% | +27.8% | +7.6% |
| YTD | +31.1% | -34.2% | +65.3% | +43.7% |
| 1Y | +27.7% | -21.3% | +49.0% | +33.5% |
| 3Y | +71.2% | -38.7% | +109.9% | +85.2% |
| All | +171.6% | -52.5% | +224.1% | +190.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling