-99.9%
BKYI vs SPY
+322.5%
-422.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.9% | -4.5% | -3.8% |
| 7D | -5.7% | -0.8% | -4.9% | -5.6% |
| 30D | -29.5% | -1.1% | -28.5% | -29.4% |
| 3M | -33.4% | +3.9% | -37.3% | -33.9% |
| 6M | -58.6% | +13.6% | -72.2% | -59.5% |
| YTD | -50.9% | +12.7% | -63.6% | -51.9% |
| 1Y | -65.1% | +17.5% | -82.6% | -66.0% |
| 3Y | -97.2% | +76.9% | -174.1% | -97.4% |
| 5Y | -99.5% | +83.6% | -183.1% | -99.6% |
| All | -99.9% | +322.5% | -422.4% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling