-45.3%
KEEL vs BHP
+53.4%
-98.8%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.6% | -6.7% | -7.0% |
| 7D | -13.6% | -2.5% | -11.1% | -11.3% |
| 30D | -39.1% | -7.7% | -31.4% | -33.4% |
| 3M | -48.9% | -6.4% | -42.5% | -44.9% |
| 6M | -35.4% | +5.2% | -40.5% | -39.4% |
| YTD | -10.6% | +38.3% | -49.0% | -34.9% |
| 1Y | -45.3% | +53.4% | -98.7% | -61.7% |
| All | -45.3% | +53.4% | -98.8% | -61.7% |
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