+171.6%
BKR vs ITW
+36.9%
+134.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.2% |
| 7D | -7.0% | -0.7% | -6.3% | -6.7% |
| 30D | -8.1% | -8.3% | +0.2% | -4.0% |
| 3M | -6.6% | +6.0% | -12.6% | -10.4% |
| 6M | +0.9% | 0.0% | +0.9% | -0.3% |
| YTD | +31.1% | +10.2% | +20.9% | +22.4% |
| 1Y | +27.7% | +3.2% | +24.5% | +23.7% |
| 3Y | +71.2% | +21.0% | +50.2% | +52.1% |
| All | +171.6% | +36.9% | +134.7% | +112.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling