+105.3%
KEY vs BHP
+330.6%
-225.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.8% |
| 7D | +0.5% | +3.8% | -3.3% | -1.5% |
| 30D | +6.9% | -6.5% | +13.3% | +10.5% |
| 3M | -5.0% | -8.5% | +3.5% | -1.2% |
| 6M | +0.7% | -2.2% | +2.9% | -0.8% |
| YTD | +6.5% | +40.0% | -33.5% | -16.5% |
| 1Y | +22.6% | +51.3% | -28.7% | -8.2% |
| 3Y | +125.3% | +56.5% | +68.8% | +59.9% |
| 5Y | +13.9% | +130.2% | -116.3% | -41.3% |
| 10Y | +105.3% | +336.5% | -231.2% | -25.1% |
| All | +105.3% | +330.6% | -225.3% | -25.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling