+173.2%
BKR vs EW
-28.6%
+201.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.7% | -7.3% | -6.7% |
| 7D | -6.7% | -3.4% | -3.3% | -6.3% |
| 30D | -8.3% | -7.4% | -1.0% | -7.6% |
| 3M | -5.4% | +0.9% | -6.3% | -5.6% |
| 6M | +0.8% | +1.2% | -0.3% | +0.5% |
| YTD | +31.8% | +1.8% | +30.1% | +31.3% |
| 1Y | +28.6% | +10.8% | +17.7% | +26.9% |
| 3Y | +71.2% | +17.1% | +54.1% | +64.9% |
| All | +173.2% | -28.6% | +201.8% | +168.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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