+27.7%
BKR vs SONY
-16.9%
+44.6%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.8% |
| 7D | -7.0% | -2.7% | -4.3% | -6.6% |
| 30D | -8.1% | +1.5% | -9.7% | -8.5% |
| 3M | -6.6% | +13.0% | -19.6% | -8.8% |
| 6M | +0.9% | +11.2% | -10.4% | -1.1% |
| YTD | +31.1% | -6.6% | +37.7% | +34.1% |
| 1Y | +27.7% | -18.1% | +45.8% | +36.8% |
| All | +27.7% | -16.9% | +44.6% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 1y: compounded portfolio wealth divided by compounded SONY 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…
1y analysis · Full analysis span regression · 6 months rolling