+9.7%
BKR vs UMAC
+2.9%
+6.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -10.9% | +5.3% | -5.0% |
| 7D | -8.8% | -26.0% | +17.3% | -7.6% |
| 30D | -13.1% | -40.3% | +27.2% | -11.3% |
| 3M | -18.9% | -51.1% | +32.2% | -16.9% |
| 6M | -27.2% | -5.6% | -21.6% | -26.9% |
| YTD | +10.7% | +2.3% | +8.4% | +7.6% |
| 1Y | +9.7% | +7.9% | +1.8% | +6.4% |
| All | +9.7% | +2.9% | +6.7% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 1y: compounded portfolio wealth divided by compounded UMAC 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…
1y analysis · Full analysis span regression · 6 months rolling