+28.6%
BKR vs MOD
+25.1%
+3.4%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.6% | -3.1% | -6.2% |
| 7D | -6.7% | -3.9% | -2.7% | -6.2% |
| 30D | -8.3% | -9.6% | +1.3% | -7.4% |
| 3M | -5.4% | -30.6% | +25.2% | -2.0% |
| 6M | +0.8% | -10.9% | +11.7% | +0.8% |
| YTD | +31.8% | +34.3% | -2.4% | +27.0% |
| 1Y | +28.6% | +18.3% | +10.3% | +23.8% |
| All | +28.6% | +25.1% | +3.4% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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