+120.2%
BKR vs UMC
+1,863.6%
-1,743.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -2.9% | -1.0% |
| 7D | -7.0% | +9.0% | -16.0% | -8.6% |
| 30D | -8.1% | +17.2% | -25.4% | -11.1% |
| 3M | -6.6% | +11.4% | -18.0% | -10.2% |
| 6M | +0.9% | +137.5% | -136.7% | -19.2% |
| YTD | +31.1% | +193.1% | -162.0% | -1.2% |
| 1Y | +27.7% | +240.3% | -212.6% | -7.2% |
| 3Y | +71.2% | +262.2% | -191.0% | +20.3% |
| 5Y | +177.6% | +143.1% | +34.5% | +106.6% |
| All | +120.2% | +1,863.6% | -1,743.4% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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