+116.0%
BKR vs Z
+16.2%
+99.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.3% |
| 7D | -1.5% | -7.1% | +5.5% | -0.5% |
| 30D | -0.7% | -4.8% | +4.1% | -0.2% |
| 3M | +0.5% | -9.3% | +9.8% | +1.3% |
| 6M | +6.6% | -29.0% | +35.6% | +11.1% |
| YTD | +41.3% | -52.9% | +94.1% | +55.7% |
| 1Y | +42.2% | -63.1% | +105.3% | +62.3% |
| 3Y | +83.4% | -36.9% | +120.3% | +87.2% |
| 5Y | +203.6% | -65.5% | +269.1% | +223.9% |
| 10Y | +139.9% | -3.9% | +143.8% | +80.5% |
| All | +116.0% | +16.2% | +99.7% | +58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling