+6.6%
BKR vs STZ
-14.9%
+21.6%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.4% |
| 7D | -1.5% | -6.0% | +4.5% | -1.5% |
| 30D | -0.7% | -8.9% | +8.2% | -0.5% |
| 3M | +0.5% | -12.6% | +13.1% | +1.3% |
| 6M | +6.6% | -17.2% | +23.8% | +5.9% |
| All | +6.6% | -14.9% | +21.6% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 6mo: compounded portfolio wealth divided by compounded STZ 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…
6mo analysis · Full analysis span regression · 6 months rolling