+267.3%
BKR vs UMC
+283.0%
-15.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.5% | -4.2% | -6.1% |
| 7D | -6.7% | +11.4% | -18.0% | -9.0% |
| 30D | -8.3% | +16.8% | -25.1% | -11.8% |
| 3M | -5.4% | +19.1% | -24.5% | -11.1% |
| 6M | +0.8% | +137.4% | -136.6% | -21.0% |
| YTD | +31.8% | +186.4% | -154.5% | -2.4% |
| 1Y | +28.6% | +229.1% | -200.5% | -8.2% |
| 3Y | +71.2% | +257.9% | -186.7% | +17.7% |
| 5Y | +179.2% | +137.5% | +41.7% | +105.8% |
| 10Y | +124.0% | +1,808.2% | -1,684.2% | -8.7% |
| All | +267.3% | +283.0% | -15.7% | +37.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling