+74.6%
BKR vs XRT
+491.2%
-416.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.7% |
| 7D | -1.5% | -2.4% | +0.9% | +0.1% |
| 30D | -0.7% | -6.9% | +6.3% | +4.1% |
| 3M | +0.5% | -0.4% | +0.9% | 0.0% |
| 6M | +6.6% | +2.2% | +4.4% | +3.8% |
| YTD | +41.3% | -0.7% | +41.9% | +40.2% |
| 1Y | +42.2% | -2.0% | +44.2% | +41.8% |
| 3Y | +83.4% | +41.0% | +42.4% | +38.8% |
| 5Y | +203.6% | -3.3% | +206.9% | +180.8% |
| 10Y | +139.9% | +124.8% | +15.1% | +6.6% |
| All | +74.6% | +491.2% | -416.6% | -67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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