+78.3%
BKLN vs SPY
+656.7%
-578.5%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | 0.0% |
| 7D | +0.1% | -0.4% | +0.5% | +0.2% |
| 30D | +1.0% | -1.4% | +2.4% | +1.3% |
| 3M | +2.2% | +3.7% | -1.5% | +1.4% |
| 6M | +3.6% | +13.0% | -9.4% | +1.0% |
| YTD | +2.2% | +12.4% | -10.2% | -0.3% |
| 1Y | +4.7% | +18.5% | -13.8% | +1.0% |
| 3Y | +21.9% | +77.6% | -55.8% | +7.5% |
| 5Y | +30.4% | +81.7% | -51.3% | +13.7% |
| 10Y | +52.1% | +319.7% | -267.5% | +11.3% |
| All | +78.3% | +656.7% | -578.5% | +15.8% |
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