+1,339.3%
KDP vs BHP
+175.5%
+1,163.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.5% |
| 7D | +4.0% | +2.4% | +1.6% | +3.5% |
| 30D | +16.8% | -5.4% | +22.2% | +17.9% |
| 3M | +32.0% | -6.9% | +38.9% | +33.5% |
| 6M | +35.2% | -4.3% | +39.5% | +35.3% |
| YTD | +40.9% | +41.6% | -0.7% | +29.8% |
| 1Y | +47.7% | +53.3% | -5.7% | +33.8% |
| 3Y | +34.8% | +58.4% | -23.6% | +19.6% |
| 5Y | +22.6% | +121.3% | -98.6% | -1.0% |
| 10Y | +266.4% | +349.0% | -82.6% | +141.1% |
| All | +1,339.3% | +175.5% | +1,163.8% | +677.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling