+171.6%
BKR vs TGT
-25.8%
+197.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.6% | -0.6% |
| 7D | -7.0% | -5.2% | -1.8% | -6.2% |
| 30D | -8.1% | +1.2% | -9.3% | -8.4% |
| 3M | -6.6% | +18.4% | -25.0% | -9.4% |
| 6M | +0.9% | +33.4% | -32.6% | -4.3% |
| YTD | +31.1% | +63.8% | -32.7% | +19.7% |
| 1Y | +27.7% | +77.2% | -49.5% | +14.7% |
| 3Y | +71.2% | +41.8% | +29.4% | +55.9% |
| All | +171.6% | -25.8% | +197.4% | +175.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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