+280.1%
KEEL vs BHP
+213.7%
+66.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -5.3% | -2.0% | -3.3% |
| 7D | +2.7% | -3.7% | +6.4% | +5.9% |
| 30D | +4.6% | -0.8% | +5.4% | +5.5% |
| 3M | -34.5% | +7.6% | -42.1% | -37.9% |
| 6M | +59.3% | +20.8% | +38.5% | +41.2% |
| YTD | +46.4% | +50.8% | -4.4% | +11.7% |
| 1Y | +96.6% | +70.9% | +25.7% | +38.2% |
| 3Y | +182.0% | +78.0% | +104.0% | +94.5% |
| 5Y | -38.2% | +113.1% | -151.3% | -59.4% |
| All | +280.1% | +213.7% | +66.4% | +244.8% |
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