+216.4%
BKCH vs SPY
+75.5%
+141.0%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -1.6% |
| 7D | -5.2% | -2.0% | -3.2% | +0.2% |
| 30D | +11.9% | -1.7% | +13.5% | +17.4% |
| 3M | -8.0% | +4.7% | -12.8% | -18.1% |
| 6M | +16.2% | +12.5% | +3.7% | -12.2% |
| YTD | +10.8% | +11.7% | -0.9% | -13.2% |
| 1Y | +1.8% | +17.5% | -15.6% | -28.1% |
| All | +216.4% | +75.5% | +141.0% | -3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling