+666.5%
BKR vs COR
+17,138.4%
-16,472.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -1.5% | -3.9% | +2.3% | -0.6% |
| 30D | -0.7% | -0.3% | -0.3% | -0.7% |
| 3M | +0.5% | +15.9% | -15.4% | -3.4% |
| 6M | +6.6% | -10.3% | +16.9% | +8.6% |
| YTD | +41.3% | -3.7% | +45.0% | +40.8% |
| 1Y | +42.2% | +9.1% | +33.1% | +36.9% |
| 3Y | +83.4% | +86.6% | -3.1% | +51.7% |
| 5Y | +203.6% | +180.9% | +22.7% | +124.7% |
| 10Y | +139.9% | +407.4% | -267.5% | +49.7% |
| All | +666.5% | +17,138.4% | -16,472.0% | +188.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling