+18.5%
KEY vs BHP
+76.4%
-57.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.0% |
| 7D | +2.7% | +1.3% | +1.5% | +2.5% |
| 30D | -3.2% | +4.0% | -7.2% | -3.9% |
| 3M | +1.0% | +12.3% | -11.3% | -1.5% |
| 6M | +11.9% | +30.8% | -19.0% | +3.8% |
| YTD | +8.7% | +58.8% | -50.1% | -5.4% |
| 1Y | +18.5% | +76.8% | -58.4% | +0.4% |
| All | +18.5% | +76.4% | -57.9% | +0.4% |
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