+173.2%
BKR vs Z
-66.0%
+239.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.8% | -3.9% | -6.4% |
| 7D | -6.7% | -11.6% | +4.9% | -5.5% |
| 30D | -8.3% | -8.5% | +0.1% | -7.6% |
| 3M | -5.4% | -7.9% | +2.5% | -5.0% |
| 6M | +0.8% | -29.1% | +29.9% | +4.0% |
| YTD | +31.8% | -54.2% | +86.0% | +42.7% |
| 1Y | +28.6% | -63.5% | +92.1% | +42.8% |
| 3Y | +71.2% | -38.6% | +109.8% | +75.7% |
| All | +173.2% | -66.0% | +239.2% | +165.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling