+121.4%
BKR vs P
+684.8%
-563.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.0% | -3.6% | -6.0% |
| 7D | -6.7% | -4.1% | -2.5% | -5.8% |
| 30D | -8.3% | -14.0% | +5.6% | -5.8% |
| 3M | -5.4% | +41.4% | -46.8% | -13.1% |
| 6M | +0.8% | +54.2% | -53.4% | -10.3% |
| YTD | +31.8% | +40.4% | -8.6% | +18.6% |
| 1Y | +28.6% | +16.0% | +12.6% | +18.0% |
| 3Y | +71.2% | +140.7% | -69.4% | +21.8% |
| 5Y | +179.2% | +256.3% | -77.1% | +70.6% |
| All | +121.4% | +684.8% | -563.4% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling