+84.0%
BKEM vs SPY
+76.5%
+7.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | 0.0% |
| 7D | +1.9% | -0.4% | +2.3% | +2.2% |
| 30D | +4.1% | -1.4% | +5.5% | +5.4% |
| 3M | +3.0% | +3.7% | -0.7% | +0.1% |
| 6M | +16.0% | +13.0% | +3.0% | +5.9% |
| YTD | +26.2% | +12.4% | +13.8% | +15.7% |
| 1Y | +35.3% | +18.5% | +16.8% | +19.7% |
| All | +84.0% | +76.5% | +7.5% | +17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling