+566.3%
BKR vs SAN
+2,079.3%
-1,513.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | 0.0% |
| 7D | -1.5% | -0.5% | -1.1% | -1.4% |
| 30D | -0.7% | -0.1% | -0.6% | -0.7% |
| 3M | +0.5% | +19.6% | -19.1% | -6.4% |
| 6M | +6.6% | +32.7% | -26.1% | -5.1% |
| YTD | +41.3% | +26.7% | +14.6% | +26.9% |
| 1Y | +42.2% | +51.6% | -9.4% | +19.1% |
| 3Y | +83.4% | +348.7% | -265.3% | -0.2% |
| 5Y | +203.6% | +378.7% | -175.1% | +55.0% |
| 10Y | +139.9% | +336.9% | -197.0% | +22.8% |
| All | +566.3% | +2,079.3% | -1,513.1% | +137.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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