+582.8%
BKR vs NTAP
+23,168.4%
-22,585.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.6% | -6.0% | -6.6% |
| 7D | -6.7% | -1.0% | -5.7% | -6.5% |
| 30D | -8.3% | -7.5% | -0.9% | -7.3% |
| 3M | -5.4% | +14.6% | -20.0% | -7.5% |
| 6M | +0.8% | +91.0% | -90.2% | -9.5% |
| YTD | +31.8% | +73.7% | -41.8% | +19.8% |
| 1Y | +28.6% | +51.2% | -22.7% | +19.2% |
| 3Y | +71.2% | +146.1% | -74.9% | +45.9% |
| 5Y | +179.2% | +122.8% | +56.4% | +140.1% |
| 10Y | +124.0% | +585.5% | -461.5% | +64.4% |
| All | +582.8% | +23,168.4% | -22,585.6% | +223.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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