+121.4%
BKR vs EXPE
+165.2%
-43.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.6% | -8.2% | -7.1% |
| 7D | -6.7% | -8.7% | +2.0% | -4.3% |
| 30D | -8.3% | -13.6% | +5.3% | -4.7% |
| 3M | -5.4% | +26.6% | -32.0% | -13.1% |
| 6M | +0.8% | +19.9% | -19.1% | -6.8% |
| YTD | +31.8% | -1.7% | +33.6% | +27.7% |
| 1Y | +28.6% | +29.4% | -0.9% | +12.2% |
| 3Y | +71.2% | +155.7% | -84.4% | +11.8% |
| 5Y | +179.2% | +93.1% | +86.2% | +83.1% |
| All | +121.4% | +165.2% | -43.8% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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