+115.3%
BKR vs UMAC
+473.8%
-358.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.5% |
| 7D | -7.0% | -3.4% | -3.6% | -6.9% |
| 30D | -8.1% | -15.1% | +7.0% | -7.8% |
| 3M | -6.6% | -10.8% | +4.1% | -6.8% |
| 6M | +0.9% | +15.7% | -14.8% | -1.0% |
| YTD | +31.1% | +80.1% | -49.0% | +26.4% |
| 1Y | +27.7% | +116.7% | -89.0% | +21.7% |
| All | +115.3% | +473.8% | -358.5% | +95.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling