+564.8%
BKR vs USB
+8,537.0%
-7,972.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.1% |
| 7D | +1.7% | +1.4% | +0.3% | +1.1% |
| 30D | +3.3% | -1.3% | +4.7% | +3.8% |
| 3M | -3.6% | +15.2% | -18.8% | -9.3% |
| 6M | +5.0% | +18.8% | -13.8% | -2.5% |
| YTD | +40.9% | +21.0% | +19.9% | +29.5% |
| 1Y | +39.2% | +34.0% | +5.2% | +22.6% |
| 3Y | +83.7% | +95.3% | -11.6% | +37.1% |
| 5Y | +207.5% | +40.4% | +167.2% | +155.5% |
| 10Y | +136.3% | +107.3% | +29.0% | +72.0% |
| All | +564.8% | +8,537.0% | -7,972.2% | +190.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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