+34.1%
BKDV vs SPY
+31.8%
+2.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.2% |
| 7D | +0.5% | +0.5% | -0.1% | 0.0% |
| 30D | -0.9% | -0.9% | 0.0% | -0.2% |
| 3M | +5.5% | +3.9% | +1.6% | +2.4% |
| 6M | +15.7% | +14.5% | +1.2% | +4.0% |
| YTD | +19.1% | +12.9% | +6.2% | +8.2% |
| 1Y | +26.9% | +19.4% | +7.5% | +10.4% |
| All | +34.1% | +31.8% | +2.3% | +8.0% |
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 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