+154.5%
BKR vs EXPE
+770.2%
-615.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -1.5% | -11.5% | +10.0% | +2.0% |
| 30D | -0.7% | -13.1% | +12.4% | +3.1% |
| 3M | +0.5% | +18.1% | -17.6% | -5.7% |
| 6M | +6.6% | +13.3% | -6.6% | +0.4% |
| YTD | +41.3% | -3.2% | +44.5% | +37.3% |
| 1Y | +42.2% | +26.1% | +16.1% | +25.6% |
| 3Y | +83.4% | +151.7% | -68.3% | +23.7% |
| 5Y | +203.6% | +88.3% | +115.3% | +108.9% |
| 10Y | +139.9% | +158.0% | -18.1% | +36.4% |
| All | +154.5% | +770.2% | -615.7% | -38.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling