-7.2%
BKCH vs SPY
+87.0%
-94.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.9% | +0.5% |
| 7D | -3.0% | -0.8% | -2.2% | -0.9% |
| 30D | +11.2% | -1.1% | +12.3% | +14.7% |
| 3M | -11.8% | +3.9% | -15.7% | -19.3% |
| 6M | +15.4% | +13.6% | +1.8% | -13.8% |
| YTD | +13.8% | +12.7% | +1.1% | -11.7% |
| 1Y | +3.7% | +17.5% | -13.9% | -26.1% |
| 3Y | +225.0% | +76.9% | +148.1% | -6.0% |
| 5Y | -22.3% | +83.6% | -105.9% | -75.2% |
| All | -7.2% | +87.0% | -94.1% | -71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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