+6.6%
BKCI vs SPY
+73.7%
-67.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.8% |
| 7D | -1.4% | -0.4% | -1.0% | -1.1% |
| 30D | -4.1% | -1.4% | -2.7% | -3.1% |
| 3M | 0.0% | +3.7% | -3.7% | -2.7% |
| 6M | +3.5% | +13.0% | -9.5% | -5.4% |
| YTD | +2.5% | +12.4% | -9.9% | -5.9% |
| 1Y | +4.5% | +18.5% | -14.0% | -7.8% |
| 3Y | +19.3% | +77.6% | -58.3% | -22.9% |
| All | +6.6% | +73.7% | -67.1% | -30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling