+117.2%
BKR vs P
+494.9%
-377.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -1.0% | +0.3% |
| 7D | +0.4% | +7.8% | -7.4% | -1.1% |
| 30D | +3.9% | +12.3% | -8.5% | +1.0% |
| 3M | -1.1% | +37.1% | -38.2% | -8.0% |
| 6M | +7.6% | +66.1% | -58.5% | -4.8% |
| YTD | +41.9% | +50.9% | -9.1% | +26.8% |
| 1Y | +42.2% | +27.2% | +15.0% | +29.1% |
| 3Y | +84.3% | +158.7% | -74.4% | +33.6% |
| 5Y | +215.7% | +291.1% | -75.4% | +99.7% |
| 10Y | +130.9% | +715.0% | -584.1% | +20.8% |
| All | +117.2% | +494.9% | -377.7% | +12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling