+128.7%
KEY vs BHP
+53.3%
+75.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +1.0% |
| 7D | +2.9% | -0.5% | +3.4% | +3.1% |
| 30D | +8.4% | -4.5% | +13.0% | +9.9% |
| 3M | -5.8% | -6.9% | +1.1% | -4.1% |
| 6M | +5.4% | -10.6% | +16.0% | +8.0% |
| YTD | +7.1% | +37.2% | -30.1% | -9.2% |
| 1Y | +26.8% | +48.0% | -21.2% | +3.9% |
| 3Y | +128.7% | +52.6% | +76.1% | +71.9% |
| All | +128.7% | +53.3% | +75.3% | +71.9% |
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