+521.9%
BKR vs SONY
+516.3%
+5.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.3% | -7.0% | -6.8% |
| 7D | -6.7% | -5.8% | -0.9% | -5.1% |
| 30D | -8.3% | -0.4% | -8.0% | -8.4% |
| 3M | -5.4% | +13.3% | -18.7% | -9.2% |
| 6M | +0.8% | +8.5% | -7.7% | -2.3% |
| YTD | +31.8% | -8.1% | +40.0% | +33.9% |
| 1Y | +28.6% | -17.9% | +46.5% | +34.7% |
| 3Y | +71.2% | +41.4% | +29.8% | +49.9% |
| 5Y | +179.2% | +9.3% | +170.0% | +160.3% |
| 10Y | +124.0% | +283.0% | -159.0% | +44.3% |
| All | +521.9% | +516.3% | +5.6% | +181.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling