+136.8%
BKR vs FGI
-66.2%
+203.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +9.4% | -16.1% | -6.8% |
| 7D | -6.7% | +22.8% | -29.4% | -6.9% |
| 30D | -8.3% | +85.9% | -94.3% | -10.0% |
| 3M | -5.4% | +32.4% | -37.8% | -6.6% |
| 6M | +0.8% | +106.3% | -105.5% | -2.5% |
| YTD | +31.8% | +48.4% | -16.6% | +28.4% |
| 1Y | +28.6% | +116.4% | -87.8% | +21.2% |
| 3Y | +71.2% | +9.2% | +62.1% | +62.7% |
| All | +136.8% | -66.2% | +203.0% | +134.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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