+126.1%
KEY vs BHP
+60.3%
+65.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.7% | -1.0% | +1.5% |
| 7D | -0.4% | +3.5% | -3.9% | -1.4% |
| 30D | +7.2% | -4.5% | +11.7% | +8.6% |
| 3M | -4.9% | -6.4% | +1.4% | -3.4% |
| 6M | +1.1% | -0.1% | +1.1% | -0.6% |
| YTD | +6.8% | +43.0% | -36.2% | -10.5% |
| 1Y | +23.3% | +56.5% | -33.2% | -0.9% |
| 3Y | +126.1% | +62.0% | +64.0% | +65.3% |
| All | +126.1% | +60.3% | +65.7% | +65.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling