+171.6%
BKR vs NOC
+58.2%
+113.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -7.0% | +0.8% | -7.8% | -7.2% |
| 30D | -8.1% | -9.7% | +1.6% | -5.7% |
| 3M | -6.6% | -5.6% | -1.0% | -5.4% |
| 6M | +0.9% | -28.6% | +29.4% | +9.9% |
| YTD | +31.1% | -7.9% | +39.0% | +31.9% |
| 1Y | +27.7% | -9.5% | +37.2% | +29.0% |
| 3Y | +71.2% | +28.4% | +42.8% | +51.2% |
| All | +171.6% | +58.2% | +113.4% | +111.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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