+18.5%
KEY vs BIDU
-15.6%
+34.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.0% | +5.2% | -1.4% |
| 7D | +2.7% | -2.4% | +5.2% | +2.9% |
| 30D | -3.2% | -15.6% | +12.4% | -2.5% |
| 3M | +1.0% | -22.3% | +23.2% | +2.1% |
| 6M | +11.9% | -22.3% | +34.1% | +12.4% |
| YTD | +8.7% | -29.2% | +37.9% | +9.9% |
| 1Y | +18.5% | -14.8% | +33.3% | +20.8% |
| All | +18.5% | -15.6% | +34.1% | +20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling