+7.5%
BKCI vs SPY
+72.3%
-64.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.3% |
| 7D | +1.3% | +2.6% | -1.3% | -0.6% |
| 30D | +2.2% | -2.0% | +4.2% | +3.7% |
| 3M | -3.0% | -2.8% | -0.3% | -1.1% |
| 6M | +1.4% | +2.1% | -0.7% | -0.3% |
| YTD | +3.4% | +11.5% | -8.1% | -4.7% |
| 1Y | +4.4% | +13.5% | -9.1% | -4.9% |
| 3Y | +20.9% | +77.7% | -56.8% | -21.9% |
| All | +7.5% | +72.3% | -64.8% | -29.8% |
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 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