-5.4%
BKR vs XYZ
+18.4%
-23.7%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.4% | -6.2% | -6.7% |
| 7D | -6.7% | -5.2% | -1.5% | -7.1% |
| 30D | -8.3% | 0.0% | -8.3% | -8.3% |
| 3M | -5.4% | +18.7% | -24.1% | -0.4% |
| All | -5.4% | +18.4% | -23.7% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 3mo: compounded portfolio wealth divided by compounded XYZ 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…
3mo analysis · Full analysis span regression · Available span rolling