+120.2%
BKR vs SPG
+64.5%
+55.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -7.0% | -1.2% | -5.8% | -6.5% |
| 30D | -8.1% | -6.1% | -2.0% | -5.6% |
| 3M | -6.6% | -3.6% | -3.0% | -5.6% |
| 6M | +0.9% | +10.4% | -9.6% | -4.5% |
| YTD | +31.1% | +14.4% | +16.7% | +21.7% |
| 1Y | +27.7% | +16.5% | +11.2% | +17.3% |
| 3Y | +71.2% | +106.8% | -35.6% | +19.4% |
| 5Y | +177.6% | +108.9% | +68.7% | +86.9% |
| All | +120.2% | +64.5% | +55.7% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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