+3.3%
BKF vs SPY
+654.8%
-651.5%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.7% |
| 7D | +0.7% | +0.1% | +0.6% | +0.5% |
| 30D | -0.7% | +0.1% | -0.7% | -0.8% |
| 3M | +1.9% | +2.0% | -0.1% | -0.5% |
| 6M | -2.0% | +13.0% | -15.0% | -14.6% |
| YTD | -6.1% | +13.5% | -19.7% | -18.6% |
| 1Y | -2.8% | +20.0% | -22.8% | -20.8% |
| 3Y | +23.7% | +77.2% | -53.5% | -37.0% |
| 5Y | -10.3% | +81.9% | -92.2% | -57.0% |
| 10Y | +45.1% | +314.1% | -269.0% | -76.9% |
| All | +3.3% | +654.8% | -651.5% | -92.0% |
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