+171.6%
BKR vs M
+28.6%
+143.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.7% | -8.3% | -1.8% |
| 7D | -7.0% | -4.2% | -2.8% | -6.4% |
| 30D | -8.1% | -7.2% | -0.9% | -7.1% |
| 3M | -6.6% | -11.1% | +4.5% | -5.1% |
| 6M | +0.9% | +28.8% | -27.9% | -3.5% |
| YTD | +31.1% | +2.0% | +29.1% | +29.7% |
| 1Y | +27.7% | +31.3% | -3.5% | +21.2% |
| 3Y | +71.2% | +119.1% | -47.9% | +45.0% |
| All | +171.6% | +28.6% | +143.0% | +138.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling