+6.9%
BKV vs SPY
+34.4%
-27.4%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.2% |
| 7D | +9.7% | +2.6% | +7.1% | +7.3% |
| 30D | -16.7% | -2.0% | -14.7% | -15.2% |
| 3M | -25.7% | -2.8% | -23.0% | -23.9% |
| 6M | -30.7% | +2.1% | -32.8% | -32.4% |
| YTD | -29.1% | +11.5% | -40.6% | -37.0% |
| 1Y | -27.6% | +13.5% | -41.1% | -37.0% |
| All | +6.9% | +34.4% | -27.4% | -19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling