-2.9%
BKF vs SPY
+641.1%
-644.1%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.3% |
| 7D | -2.0% | +2.6% | -4.6% | -4.8% |
| 30D | -2.5% | -2.0% | -0.5% | -0.7% |
| 3M | -4.3% | -2.8% | -1.6% | -1.8% |
| 6M | -9.1% | +2.1% | -11.3% | -11.8% |
| YTD | -11.8% | +11.5% | -23.3% | -22.2% |
| 1Y | -13.9% | +13.5% | -27.4% | -25.6% |
| 3Y | +20.9% | +77.7% | -56.8% | -38.9% |
| 5Y | -14.4% | +72.6% | -87.0% | -56.5% |
| 10Y | +45.1% | +308.2% | -263.0% | -76.6% |
| All | -2.9% | +641.1% | -644.1% | -92.3% |
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