+1,117.5%
KDP vs BHP
+203.6%
+913.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.8% |
| 7D | +1.3% | -2.9% | +4.2% | +1.9% |
| 30D | +6.0% | +3.4% | +2.6% | +5.2% |
| 3M | +9.2% | +4.1% | +5.1% | +7.8% |
| 6M | +14.7% | +20.6% | -5.9% | +9.6% |
| YTD | +19.2% | +56.1% | -36.9% | +7.9% |
| 1Y | +15.2% | +69.6% | -54.4% | +2.3% |
| 3Y | +6.0% | +78.8% | -72.8% | -8.1% |
| 5Y | +5.4% | +113.1% | -107.6% | -14.0% |
| 10Y | +171.9% | +505.9% | -334.0% | +67.8% |
| All | +1,117.5% | +203.6% | +913.9% | +546.4% |
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 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