+1,078.2%
KEY vs BHP
+7,909.4%
-6,831.2%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +2.2% | -2.9% | +5.1% | +3.5% |
| 30D | -3.0% | +3.4% | -6.4% | -4.7% |
| 3M | +3.3% | +4.1% | -0.7% | +0.5% |
| 6M | +9.2% | +20.6% | -11.4% | -1.3% |
| YTD | +10.6% | +56.1% | -45.4% | -11.4% |
| 1Y | +20.4% | +69.6% | -49.2% | -7.4% |
| 3Y | +121.8% | +78.8% | +43.0% | +64.0% |
| 5Y | +41.1% | +113.1% | -71.9% | -6.4% |
| 10Y | +168.5% | +505.9% | -337.4% | +14.4% |
| All | +1,078.2% | +7,909.4% | -6,831.2% | +209.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling