+41.2%
KEY vs BHP
+115.8%
-74.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +2.2% | -2.9% | +5.1% | +3.4% |
| 30D | -3.0% | +3.4% | -6.4% | -4.5% |
| 3M | +3.3% | +4.1% | -0.7% | +0.8% |
| 6M | +9.2% | +20.6% | -11.4% | -0.6% |
| YTD | +10.6% | +56.1% | -45.4% | -10.7% |
| 1Y | +20.4% | +69.6% | -49.2% | -6.7% |
| 3Y | +121.8% | +78.8% | +43.0% | +64.3% |
| All | +41.2% | +115.8% | -74.6% | -4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling