+43.5%
KDP vs BHP
+53.4%
-10.0%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.6% | +3.3% | +5.8% |
| 7D | +5.3% | -2.5% | +7.9% | +5.3% |
| 30D | +19.1% | -7.7% | +26.8% | +19.4% |
| 3M | +19.2% | -6.4% | +25.5% | +19.3% |
| 6M | +29.3% | +5.2% | +24.1% | +28.0% |
| YTD | +35.5% | +38.3% | -2.8% | +29.4% |
| 1Y | +43.5% | +53.4% | -9.9% | +34.2% |
| All | +43.5% | +53.4% | -10.0% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 1y: compounded portfolio wealth divided by compounded BHP 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…
1y analysis · Full analysis span regression · 6 months rolling