-23.8%
BKR vs FGI
+7.7%
-31.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -25.2% | +26.4% | +1.1% |
| 7D | +3.8% | -14.4% | +18.2% | +3.7% |
| 30D | -10.3% | -11.8% | +1.5% | -10.3% |
| 3M | -21.7% | -46.2% | +24.5% | -21.8% |
| 6M | -23.8% | +5.2% | -29.0% | -22.4% |
| All | -23.8% | +7.7% | -31.5% | -22.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling