+20.4%
KEY vs BHP
+65.8%
-45.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.7% | +0.7% |
| 7D | +2.2% | -5.0% | +7.2% | +3.1% |
| 30D | -3.0% | +1.2% | -4.2% | -3.3% |
| 3M | +3.3% | +1.8% | +1.5% | +2.6% |
| 6M | +9.2% | +18.0% | -8.8% | +3.6% |
| YTD | +10.6% | +52.7% | -42.1% | -3.2% |
| 1Y | +20.4% | +66.0% | -45.6% | +2.2% |
| All | +20.4% | +65.8% | -45.4% | +2.2% |
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