+752.5%
BKR vs M
+383.6%
+368.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.3% | +1.3% |
| 7D | +0.4% | +2.4% | -2.0% | -0.2% |
| 30D | +3.9% | -11.6% | +15.5% | +6.9% |
| 3M | -1.1% | +1.6% | -2.7% | -2.0% |
| 6M | +7.6% | +25.2% | -17.6% | +1.0% |
| YTD | +41.9% | +3.8% | +38.1% | +38.9% |
| 1Y | +42.2% | +36.3% | +5.9% | +29.6% |
| 3Y | +84.3% | +116.3% | -32.1% | +40.7% |
| 5Y | +215.7% | +28.2% | +187.5% | +151.8% |
| 10Y | +130.9% | -3.4% | +134.3% | +64.7% |
| All | +752.5% | +383.6% | +368.9% | +286.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling