+171.6%
BKR vs NTRS
+93.2%
+78.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -1.0% |
| 7D | -7.0% | +1.4% | -8.4% | -7.5% |
| 30D | -8.1% | -0.7% | -7.5% | -8.0% |
| 3M | -6.6% | +11.3% | -17.9% | -10.6% |
| 6M | +0.9% | +35.5% | -34.7% | -10.9% |
| YTD | +31.1% | +40.6% | -9.5% | +13.7% |
| 1Y | +27.7% | +49.2% | -21.5% | +7.9% |
| 3Y | +71.2% | +167.2% | -96.0% | +13.1% |
| All | +171.6% | +93.2% | +78.4% | +92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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