+48.0%
BKEM vs SPY
+80.9%
-32.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.2% |
| 3M | +3.0% | +3.7% | -0.7% | +0.4% |
| 6M | +16.0% | +13.0% | +3.0% | +6.6% |
| YTD | +26.2% | +12.4% | +13.8% | +16.5% |
| 1Y | +35.3% | +18.5% | +16.8% | +20.5% |
| 3Y | +86.3% | +77.6% | +8.6% | +24.5% |
| All | +48.0% | +80.9% | -32.8% | -3.6% |
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