+173.2%
BKR vs REPL
-58.3%
+231.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -8.4% | +1.7% | -6.5% |
| 7D | -6.7% | -13.4% | +6.7% | -6.4% |
| 30D | -8.3% | -3.0% | -5.3% | -8.3% |
| 3M | -5.4% | +56.3% | -61.7% | -6.9% |
| 6M | +0.8% | +60.9% | -60.1% | -2.5% |
| YTD | +31.8% | +36.2% | -4.4% | +27.9% |
| 1Y | +28.6% | +121.0% | -92.5% | +21.3% |
| 3Y | +71.2% | -32.8% | +104.1% | +59.5% |
| All | +173.2% | -58.3% | +231.5% | +156.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling