+41.8%
BKF vs SPY
+321.4%
-279.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.6% |
| 7D | -1.8% | -0.4% | -1.4% | -1.5% |
| 30D | -3.3% | -1.4% | -2.0% | -2.3% |
| 3M | +2.3% | +3.7% | -1.4% | -0.6% |
| 6M | -4.2% | +13.0% | -17.3% | -12.9% |
| YTD | -8.1% | +12.4% | -20.5% | -16.0% |
| 1Y | -7.6% | +18.5% | -26.1% | -19.0% |
| 3Y | +24.1% | +77.6% | -53.5% | -22.3% |
| 5Y | -11.8% | +81.7% | -93.5% | -46.3% |
| All | +41.8% | +321.4% | -279.6% | -63.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling