+51.3%
BKR vs SWK
+53.9%
-2.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.8% | -1.6% | +0.6% |
| 7D | -8.7% | +10.7% | -19.3% | -11.0% |
| 30D | -14.6% | +33.3% | -47.9% | -20.7% |
| 3M | -21.3% | +14.7% | -36.0% | -24.1% |
| 6M | -23.9% | +48.5% | -72.4% | -31.9% |
| YTD | +7.5% | +63.9% | -56.3% | -7.2% |
| 1Y | +2.3% | +80.4% | -78.1% | -14.3% |
| 3Y | +51.3% | +58.1% | -6.8% | +24.2% |
| All | +51.3% | +53.9% | -2.6% | +24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling