+120.2%
BKR vs Z
-2.5%
+122.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.0% | -4.6% | -1.1% |
| 7D | -7.0% | -6.0% | -0.9% | -6.2% |
| 30D | -8.1% | -2.3% | -5.8% | -8.0% |
| 3M | -6.6% | -0.6% | -6.0% | -7.1% |
| 6M | +0.9% | -27.6% | +28.5% | +4.7% |
| YTD | +31.1% | -52.4% | +83.5% | +44.2% |
| 1Y | +27.7% | -63.6% | +91.3% | +46.0% |
| 3Y | +71.2% | -36.4% | +107.6% | +74.5% |
| 5Y | +177.6% | -64.6% | +242.2% | +194.8% |
| All | +120.2% | -2.5% | +122.6% | +72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling