+49.3%
BKR vs SWK
+26.9%
+22.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.4% |
| 7D | -9.1% | +11.3% | -20.4% | -13.5% |
| 30D | -15.3% | +31.5% | -46.8% | -25.0% |
| 3M | -25.1% | +14.4% | -39.5% | -29.8% |
| 6M | -24.6% | +46.4% | -71.0% | -37.0% |
| YTD | +6.5% | +61.6% | -55.0% | -15.6% |
| 1Y | -0.6% | +78.7% | -79.3% | -24.9% |
| 3Y | +48.0% | +54.4% | -6.4% | +12.1% |
| 5Y | +122.0% | -25.3% | +147.3% | +130.8% |
| 10Y | +49.3% | +22.4% | +26.9% | +20.7% |
| All | +49.3% | +26.9% | +22.4% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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