-0.7%
BKR vs ITW
+19.7%
-20.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.7% | -4.6% | -6.8% |
| 7D | -15.2% | +1.4% | -16.7% | -15.4% |
| 30D | -19.1% | +6.8% | -26.0% | -20.4% |
| 3M | -24.8% | -3.4% | -21.4% | -24.0% |
| 6M | -31.6% | +13.5% | -45.1% | -35.2% |
| YTD | +2.5% | +18.1% | -15.5% | -6.1% |
| 1Y | -0.7% | +19.4% | -20.2% | -8.3% |
| All | -0.7% | +19.7% | -20.4% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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