+173.2%
BKR vs SO
+58.1%
+115.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.7% | -6.0% | -6.5% |
| 7D | -6.7% | -1.1% | -5.5% | -6.4% |
| 30D | -8.3% | -3.7% | -4.6% | -7.6% |
| 3M | -5.4% | -5.9% | +0.5% | -4.3% |
| 6M | +0.8% | -7.3% | +8.1% | +2.2% |
| YTD | +31.8% | +3.1% | +28.7% | +30.1% |
| 1Y | +28.6% | -1.0% | +29.6% | +27.8% |
| 3Y | +71.2% | +43.2% | +28.0% | +48.2% |
| All | +173.2% | +58.1% | +115.1% | +129.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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