+5.7%
BKR vs FIX
+15.7%
-10.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.4% |
| 7D | +3.8% | +9.4% | -5.7% | +2.2% |
| 30D | -10.3% | -27.8% | +17.5% | -6.5% |
| 3M | -21.7% | -35.6% | +13.9% | -17.2% |
| 6M | -23.8% | -45.2% | +21.4% | -18.0% |
| YTD | +10.3% | +19.5% | -9.2% | +5.6% |
| 1Y | +5.7% | +24.2% | -18.5% | -0.2% |
| All | +5.7% | +15.7% | -10.0% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 1y: compounded portfolio wealth divided by compounded FIX 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…
1y analysis · Full analysis span regression · 6 months rolling