+5.7%
BKR vs MOD
-6.2%
+11.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +27.9% | -26.7% | -2.6% |
| 7D | +3.8% | +40.4% | -36.6% | -1.5% |
| 30D | -10.3% | -14.0% | +3.7% | -9.6% |
| 3M | -21.7% | -33.3% | +11.6% | -18.9% |
| 6M | -23.8% | -51.4% | +27.6% | -18.3% |
| YTD | +10.3% | +1.6% | +8.7% | +7.0% |
| 1Y | +5.7% | +5.4% | +0.3% | +1.7% |
| All | +5.7% | -6.2% | +11.9% | +1.7% |
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