+120.2%
BKR vs KR
+129.5%
-9.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.3% | -0.8% |
| 7D | -7.0% | -0.2% | -6.8% | -7.0% |
| 30D | -8.1% | +5.1% | -13.2% | -8.6% |
| 3M | -6.6% | -8.2% | +1.5% | -5.9% |
| 6M | +0.9% | -18.0% | +18.8% | +2.6% |
| YTD | +31.1% | -4.8% | +35.9% | +31.1% |
| 1Y | +27.7% | -11.0% | +38.7% | +28.5% |
| 3Y | +71.2% | +37.7% | +33.6% | +61.9% |
| 5Y | +177.6% | +52.8% | +124.9% | +159.1% |
| All | +120.2% | +129.5% | -9.4% | +98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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