+9.7%
BKR vs M
+36.6%
-26.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +7.6% | -13.2% | -6.4% |
| 7D | -8.8% | +8.3% | -17.0% | -9.7% |
| 30D | -13.1% | +14.2% | -27.3% | -14.8% |
| 3M | -18.9% | -1.1% | -17.8% | -18.6% |
| 6M | -27.2% | +36.6% | -63.8% | -31.4% |
| YTD | +10.7% | +19.8% | -9.1% | +6.5% |
| 1Y | +9.7% | +37.2% | -27.5% | +3.8% |
| All | +9.7% | +36.6% | -26.9% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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