-35.3%
KEEL vs BHP
+110.7%
-146.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.2% | +4.0% | +4.0% |
| 7D | +2.9% | -3.6% | +6.5% | +7.1% |
| 30D | +0.8% | -1.2% | +2.0% | +2.3% |
| 3M | -35.3% | +1.2% | -36.5% | -36.2% |
| 6M | +59.4% | +21.4% | +38.0% | +33.0% |
| YTD | +51.9% | +50.4% | +1.5% | +3.1% |
| 1Y | +75.0% | +67.5% | +7.5% | +7.1% |
| 3Y | +224.5% | +72.8% | +151.7% | +91.0% |
| All | -35.3% | +110.7% | -146.0% | -65.0% |
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