+173.2%
BKR vs XLB
+32.3%
+140.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.2% | -5.4% | -5.6% |
| 7D | -6.7% | -3.5% | -3.1% | -3.8% |
| 30D | -8.3% | -4.7% | -3.7% | -4.7% |
| 3M | -5.4% | +2.7% | -8.1% | -8.3% |
| 6M | +0.8% | +2.6% | -1.8% | -2.6% |
| YTD | +31.8% | +12.8% | +19.0% | +17.2% |
| 1Y | +28.6% | +14.0% | +14.6% | +13.0% |
| 3Y | +71.2% | +31.5% | +39.8% | +33.1% |
| All | +173.2% | +32.3% | +140.9% | +105.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 5y: compounded portfolio wealth divided by compounded XLB 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…
5y analysis · Full analysis span regression · 6 months rolling