+132.5%
BKR vs REPL
-17.3%
+149.7%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -8.4% | +1.7% | -6.4% |
| 7D | -6.7% | -13.4% | +6.7% | -6.2% |
| 30D | -8.3% | -3.0% | -5.3% | -8.3% |
| 3M | -5.4% | +56.3% | -61.7% | -8.4% |
| 6M | +0.8% | +60.9% | -60.1% | -6.0% |
| YTD | +31.8% | +36.2% | -4.4% | +23.5% |
| 1Y | +28.6% | +121.0% | -92.5% | +14.6% |
| 3Y | +71.2% | -32.8% | +104.1% | +47.6% |
| 5Y | +179.2% | -58.7% | +237.9% | +145.1% |
| All | +132.5% | -17.3% | +149.7% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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