+203.6%
BKR vs RF
+88.8%
+114.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | -1.5% | -0.1% | -1.4% | -1.5% |
| 30D | -0.7% | -4.0% | +3.4% | +1.0% |
| 3M | +0.5% | +5.6% | -5.1% | -2.2% |
| 6M | +6.6% | +13.1% | -6.4% | +0.5% |
| YTD | +41.3% | +13.6% | +27.7% | +32.4% |
| 1Y | +42.2% | +16.0% | +26.3% | +31.8% |
| 3Y | +83.4% | +90.2% | -6.7% | +37.4% |
| 5Y | +203.6% | +87.0% | +116.6% | +110.4% |
| All | +203.6% | +88.8% | +114.8% | +110.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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