+5.7%
BKCI vs SPY
+72.6%
-66.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.4% |
| 7D | -2.7% | -2.0% | -0.7% | -1.2% |
| 30D | -5.0% | -1.7% | -3.4% | -3.9% |
| 3M | +0.4% | +4.7% | -4.3% | -3.0% |
| 6M | +2.9% | +12.5% | -9.6% | -5.6% |
| YTD | +1.7% | +11.7% | -10.0% | -6.3% |
| 1Y | +4.0% | +17.5% | -13.4% | -7.6% |
| 3Y | +18.3% | +76.6% | -58.2% | -23.2% |
| All | +5.7% | +72.6% | -66.9% | -31.0% |
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