+265.9%
BKR vs FIX
+12,319.0%
-12,053.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.3% |
| 3M | -5.4% | -7.4% | +2.0% | -4.8% |
| 6M | +0.8% | +15.1% | -14.3% | -4.1% |
| YTD | +31.8% | +70.7% | -38.8% | +13.7% |
| 1Y | +28.6% | +111.9% | -83.4% | +4.1% |
| 3Y | +71.2% | +759.5% | -688.3% | -5.1% |
| 5Y | +179.2% | +2,164.4% | -1,985.1% | +21.9% |
| 10Y | +124.0% | +5,942.0% | -5,818.1% | -22.7% |
| All | +265.9% | +12,319.0% | -12,053.2% | -1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling