+105.3%
KEY vs BIDU
-52.8%
+158.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | 0.0% |
| 7D | +0.5% | +3.6% | -3.0% | -0.2% |
| 30D | +6.9% | -6.6% | +13.4% | +8.2% |
| 3M | -5.0% | -27.2% | +22.2% | +0.7% |
| 6M | +0.7% | -43.5% | +44.2% | +11.5% |
| YTD | +6.5% | -39.0% | +45.5% | +15.0% |
| 1Y | +22.6% | -39.8% | +62.4% | +32.4% |
| 3Y | +125.3% | -24.8% | +150.1% | +122.7% |
| 5Y | +13.9% | -50.7% | +64.6% | +17.0% |
| 10Y | +105.3% | -51.2% | +156.6% | +76.3% |
| All | +105.3% | -52.8% | +158.2% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 10y: compounded portfolio wealth divided by compounded BIDU 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…
10y analysis · Full analysis span regression · 6 months rolling