+71.2%
BKR vs MKC
-31.4%
+102.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | -7.0% | -1.5% | -5.5% | -6.9% |
| 30D | -8.1% | -3.1% | -5.0% | -7.9% |
| 3M | -6.6% | +5.2% | -11.8% | -7.2% |
| 6M | +0.9% | -12.8% | +13.7% | +2.9% |
| YTD | +31.1% | -23.3% | +54.4% | +36.2% |
| 1Y | +27.7% | -24.1% | +51.8% | +32.9% |
| 3Y | +71.2% | -32.1% | +103.3% | +68.8% |
| All | +71.2% | -31.4% | +102.6% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 3y: compounded portfolio wealth divided by compounded MKC 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…
3y analysis · Full analysis span regression · 6 months rolling