+139.9%
BKR vs SWK
-0.7%
+140.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.8% | +0.5% |
| 7D | -1.5% | -4.6% | +3.0% | +0.3% |
| 30D | -0.7% | -9.9% | +9.2% | +3.5% |
| 3M | +0.5% | +15.4% | -14.9% | -6.4% |
| 6M | +6.6% | +25.0% | -18.3% | -4.7% |
| YTD | +41.3% | +27.2% | +14.0% | +24.6% |
| 1Y | +42.2% | +24.6% | +17.6% | +25.6% |
| 3Y | +83.4% | +13.7% | +69.8% | +59.2% |
| 5Y | +203.6% | -41.5% | +245.2% | +250.9% |
| 10Y | +139.9% | +0.7% | +139.3% | +108.9% |
| All | +139.9% | -0.7% | +140.6% | +108.9% |
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