+5.1%
KDP vs BHP
+121.9%
-116.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.9% | -0.3% |
| 7D | +2.1% | +1.3% | +0.8% | +1.9% |
| 30D | +8.5% | +4.0% | +4.5% | +8.0% |
| 3M | +6.6% | +12.3% | -5.7% | +5.1% |
| 6M | +17.1% | +30.8% | -13.8% | +13.1% |
| YTD | +19.0% | +58.8% | -39.7% | +12.3% |
| 1Y | +21.8% | +76.8% | -55.1% | +13.3% |
| 3Y | +6.4% | +87.5% | -81.0% | -2.7% |
| 5Y | +5.1% | +123.9% | -118.7% | -6.4% |
| All | +5.1% | +121.9% | -116.7% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling