+401.2%
BKR vs IP
+331.0%
+70.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +3.3% |
| 7D | -13.3% | -5.1% | -8.3% | -11.5% |
| 30D | -13.6% | +8.5% | -22.1% | -16.7% |
| 3M | -23.4% | -13.8% | -9.6% | -19.5% |
| 6M | -27.9% | +5.7% | -33.7% | -31.3% |
| YTD | +6.3% | -9.1% | +15.4% | +5.5% |
| 1Y | +2.3% | -0.8% | +3.1% | -2.2% |
| 3Y | +45.1% | +14.8% | +30.3% | +25.0% |
| 5Y | +114.9% | -11.5% | +126.5% | +102.8% |
| 10Y | +52.1% | +27.9% | +24.2% | +21.6% |
| All | +401.2% | +331.0% | +70.2% | +128.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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