+150.2%
BKR vs REPL
-7.7%
+157.9%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +0.7% |
| 7D | +0.4% | -5.7% | +6.2% | +0.6% |
| 30D | +3.9% | +22.5% | -18.6% | +3.0% |
| 3M | -1.1% | +64.7% | -65.7% | -4.4% |
| 6M | +7.6% | +83.0% | -75.4% | -0.2% |
| YTD | +41.9% | +52.0% | -10.1% | +32.4% |
| 1Y | +42.2% | +144.5% | -102.3% | +26.4% |
| 3Y | +84.3% | -25.1% | +109.3% | +58.2% |
| 5Y | +215.7% | -52.9% | +268.6% | +175.4% |
| All | +150.2% | -7.7% | +157.9% | +80.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling