+120.2%
BKR vs COR
+406.5%
-286.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -7.0% | -2.8% | -4.2% | -6.2% |
| 30D | -8.1% | +2.6% | -10.7% | -8.9% |
| 3M | -6.6% | +14.5% | -21.1% | -10.8% |
| 6M | +0.9% | -7.8% | +8.7% | +2.5% |
| YTD | +31.1% | -4.2% | +35.3% | +30.8% |
| 1Y | +27.7% | +7.0% | +20.7% | +22.2% |
| 3Y | +71.2% | +85.5% | -14.3% | +30.6% |
| 5Y | +177.6% | +181.2% | -3.6% | +78.6% |
| All | +120.2% | +406.5% | -286.3% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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