+179.2%
BKR vs FIX
+2,121.3%
-1,942.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.5% | -5.2% | -6.3% |
| 7D | -6.7% | +0.7% | -7.3% | -6.8% |
| 30D | -8.3% | -5.7% | -2.6% | -7.4% |
| 3M | -5.4% | -7.4% | +2.0% | -4.9% |
| 6M | +0.8% | +15.1% | -14.3% | -4.4% |
| YTD | +31.8% | +70.7% | -38.8% | +13.0% |
| 1Y | +28.6% | +111.9% | -83.4% | +2.7% |
| 3Y | +71.2% | +759.5% | -688.3% | -15.8% |
| 5Y | +179.2% | +2,164.4% | -1,985.1% | -7.5% |
| All | +179.2% | +2,121.3% | -1,942.1% | -7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling