+16.2%
KDP vs BHP
+119.2%
-103.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +2.7% |
| 7D | -0.8% | -0.5% | -0.3% | -0.7% |
| 30D | +9.7% | -4.5% | +14.3% | +10.2% |
| 3M | +17.6% | -6.9% | +24.5% | +18.4% |
| 6M | +25.8% | -10.6% | +36.3% | +26.9% |
| YTD | +33.9% | +37.2% | -3.3% | +28.0% |
| 1Y | +38.9% | +48.0% | -9.2% | +31.5% |
| 3Y | +26.8% | +52.6% | -25.8% | +18.3% |
| All | +16.2% | +119.2% | -103.0% | +0.6% |
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