+120.2%
BKR vs RMBS
+566.4%
-446.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -1.0% |
| 7D | -7.0% | +1.8% | -8.8% | -7.4% |
| 30D | -8.1% | -13.9% | +5.8% | -4.9% |
| 3M | -6.6% | -39.8% | +33.2% | +3.9% |
| 6M | +0.9% | -6.0% | +6.9% | -2.4% |
| YTD | +31.1% | -5.4% | +36.4% | +24.3% |
| 1Y | +27.7% | -1.8% | +29.5% | +17.3% |
| 3Y | +71.2% | +53.7% | +17.6% | +24.7% |
| 5Y | +177.6% | +268.5% | -90.9% | +31.0% |
| All | +120.2% | +566.4% | -446.3% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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