+120.2%
BKR vs ITW
+194.8%
-74.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.4% |
| 7D | -7.0% | -0.7% | -6.3% | -6.6% |
| 30D | -8.1% | -8.3% | +0.2% | -2.4% |
| 3M | -6.6% | +6.0% | -12.6% | -11.5% |
| 6M | +0.9% | 0.0% | +0.9% | -0.7% |
| YTD | +31.1% | +10.2% | +20.9% | +19.9% |
| 1Y | +27.7% | +3.2% | +24.5% | +22.3% |
| 3Y | +71.2% | +21.0% | +50.2% | +44.7% |
| 5Y | +177.6% | +37.9% | +139.7% | +104.4% |
| All | +120.2% | +194.8% | -74.7% | +5.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling