+173.2%
BKR vs SPG
+105.9%
+67.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.1% | -6.7% | -6.7% |
| 7D | -6.7% | -2.2% | -4.5% | -5.9% |
| 30D | -8.3% | -5.8% | -2.6% | -6.4% |
| 3M | -5.4% | -2.8% | -2.6% | -4.9% |
| 6M | +0.8% | +8.9% | -8.1% | -3.5% |
| YTD | +31.8% | +14.3% | +17.6% | +23.3% |
| 1Y | +28.6% | +19.5% | +9.1% | +17.7% |
| 3Y | +71.2% | +106.9% | -35.6% | +24.0% |
| All | +173.2% | +105.9% | +67.3% | +83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling