+71.2%
BKR vs NYT
+56.2%
+15.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.0% | -0.6% |
| 7D | -7.0% | -0.6% | -6.4% | -6.9% |
| 30D | -8.1% | +4.6% | -12.7% | -8.6% |
| 3M | -6.6% | -9.6% | +3.0% | -5.8% |
| 6M | +0.9% | -14.0% | +14.9% | +2.3% |
| YTD | +31.1% | -2.8% | +33.9% | +29.9% |
| 1Y | +27.7% | +15.6% | +12.1% | +22.0% |
| 3Y | +71.2% | +56.3% | +14.9% | +50.2% |
| All | +71.2% | +56.2% | +15.0% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 3y: compounded portfolio wealth divided by compounded NYT 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…
3y analysis · Full analysis span regression · 6 months rolling