+179.2%
BKR vs FIVE
+30.6%
+148.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.4% | -4.3% | -6.4% |
| 7D | -6.7% | +0.6% | -7.2% | -6.7% |
| 30D | -8.3% | +3.0% | -11.4% | -8.8% |
| 3M | -5.4% | +23.2% | -28.6% | -8.1% |
| 6M | +0.8% | +9.2% | -8.3% | -1.0% |
| YTD | +31.8% | +28.1% | +3.8% | +26.7% |
| 1Y | +28.6% | +65.3% | -36.7% | +19.3% |
| 3Y | +71.2% | +49.4% | +21.8% | +54.3% |
| 5Y | +179.2% | +29.5% | +149.7% | +158.1% |
| All | +179.2% | +30.6% | +148.6% | +158.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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