-3.7%
BKCH vs SPY
+87.4%
-91.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +2.1% |
| 7D | +13.6% | +0.5% | +13.1% | +12.2% |
| 30D | +15.6% | -0.9% | +16.6% | +18.8% |
| 3M | -9.6% | +3.9% | -13.5% | -17.2% |
| 6M | +28.1% | +14.5% | +13.6% | -6.4% |
| YTD | +18.1% | +12.9% | +5.1% | -9.0% |
| 1Y | +24.8% | +19.4% | +5.4% | -14.4% |
| 3Y | +222.8% | +78.5% | +144.4% | -8.8% |
| 5Y | -21.6% | +81.8% | -103.3% | -74.2% |
| All | -3.7% | +87.4% | -91.1% | -70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling