+0.8%
BKR vs IT
+3.4%
-2.6%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.5% | -7.2% | -6.6% |
| 7D | -6.7% | -12.7% | +6.0% | -7.2% |
| 30D | -8.3% | -8.9% | +0.5% | -8.6% |
| 3M | -5.4% | +10.1% | -15.5% | -5.2% |
| 6M | +0.8% | +7.3% | -6.5% | -0.1% |
| All | +0.8% | +3.4% | -2.6% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 6mo: compounded portfolio wealth divided by compounded IT 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…
6mo analysis · Full analysis span regression · 6 months rolling