+71.2%
BKR vs REPL
-34.7%
+106.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.5% |
| 7D | -7.0% | -14.1% | +7.1% | -6.8% |
| 30D | -8.1% | -15.2% | +7.1% | -7.9% |
| 3M | -6.6% | +49.9% | -56.5% | -7.6% |
| 6M | +0.9% | +63.5% | -62.7% | -1.5% |
| YTD | +31.1% | +32.9% | -1.8% | +28.4% |
| 1Y | +27.7% | +115.0% | -87.3% | +22.4% |
| 3Y | +71.2% | -34.7% | +105.9% | +60.0% |
| All | +71.2% | -34.7% | +106.0% | +60.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling