+27.7%
BKR vs SPG
+19.1%
+8.6%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -7.0% | -1.2% | -5.8% | -7.2% |
| 30D | -8.1% | -6.1% | -2.0% | -9.2% |
| 3M | -6.6% | -3.6% | -3.0% | -7.6% |
| 6M | +0.9% | +10.4% | -9.6% | +0.9% |
| YTD | +31.1% | +14.4% | +16.7% | +31.0% |
| 1Y | +27.7% | +16.5% | +11.2% | +28.4% |
| All | +27.7% | +19.1% | +8.6% | +28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling