+236.0%
BKR vs VIVK
-100.0%
+336.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.4% | -9.1% | -6.7% |
| 7D | -6.7% | -9.5% | +2.8% | -6.6% |
| 30D | -8.3% | -35.1% | +26.8% | -8.2% |
| 3M | -5.4% | -93.4% | +88.0% | -4.7% |
| 6M | +0.8% | -98.0% | +98.8% | +1.8% |
| YTD | +31.8% | -97.9% | +129.7% | +32.8% |
| 1Y | +28.6% | -100.0% | +128.5% | +31.0% |
| 3Y | +71.2% | -100.0% | +171.2% | +74.0% |
| 5Y | +179.2% | -100.0% | +279.2% | +183.8% |
| 10Y | +124.0% | -100.0% | +223.9% | +121.1% |
| All | +236.0% | -100.0% | +336.0% | +214.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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