+521.9%
BKR vs COO
+4,639.5%
-4,117.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -14.7% | +8.0% | -5.3% |
| 7D | -6.7% | -23.3% | +16.7% | -4.4% |
| 30D | -8.3% | -29.5% | +21.1% | -5.5% |
| 3M | -5.4% | -20.0% | +14.6% | -3.6% |
| 6M | +0.8% | -27.2% | +28.0% | +3.4% |
| YTD | +31.8% | -33.9% | +65.8% | +36.5% |
| 1Y | +28.6% | -19.9% | +48.5% | +30.7% |
| 3Y | +71.2% | -38.1% | +109.3% | +77.1% |
| 5Y | +179.2% | -52.0% | +231.2% | +193.9% |
| 10Y | +124.0% | +17.4% | +106.6% | +120.1% |
| All | +521.9% | +4,639.5% | -4,117.7% | +399.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling