+197.0%
BKR vs FIVE
+868.1%
-671.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.1% | -5.3% | -1.3% |
| 7D | +1.7% | +4.3% | -2.5% | +0.9% |
| 30D | +3.3% | +12.5% | -9.2% | +0.6% |
| 3M | -3.6% | +31.2% | -34.8% | -9.2% |
| 6M | +5.0% | +14.4% | -9.3% | +1.0% |
| YTD | +40.9% | +33.9% | +7.1% | +30.9% |
| 1Y | +39.2% | +65.1% | -25.8% | +23.3% |
| 3Y | +83.7% | +49.0% | +34.8% | +57.0% |
| 5Y | +207.5% | +30.3% | +177.2% | +160.9% |
| 10Y | +136.3% | +481.1% | -344.8% | +40.5% |
| All | +197.0% | +868.1% | -671.2% | +49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling