+74.6%
BKE vs SPY
+79.8%
-5.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.6% |
| 7D | -7.2% | -2.0% | -5.2% | -5.4% |
| 30D | -12.3% | -1.7% | -10.6% | -10.9% |
| 3M | -8.4% | +4.7% | -13.1% | -12.6% |
| 6M | -18.8% | +12.5% | -31.3% | -28.0% |
| YTD | -18.5% | +11.7% | -30.2% | -27.4% |
| 1Y | -26.7% | +17.5% | -44.2% | -38.0% |
| 3Y | +56.1% | +76.6% | -20.4% | -13.2% |
| 5Y | +74.6% | +82.0% | -7.5% | -1.9% |
| All | +74.6% | +79.8% | -5.2% | -1.9% |
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