+142.7%
BKMC vs SPY
+193.5%
-50.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.3% |
| 7D | +2.1% | +2.6% | -0.5% | -0.4% |
| 30D | +3.2% | -2.0% | +5.1% | +5.1% |
| 3M | -5.4% | -2.8% | -2.6% | -2.8% |
| 6M | +1.4% | +2.1% | -0.7% | -0.8% |
| YTD | +10.1% | +11.5% | -1.4% | -1.3% |
| 1Y | +13.3% | +13.5% | -0.2% | -0.1% |
| 3Y | +56.7% | +77.7% | -21.0% | -11.2% |
| 5Y | +32.6% | +72.6% | -40.0% | -23.0% |
| All | +142.7% | +193.5% | -50.9% | -12.4% |
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