+15.2%
KEY vs BIDU
-49.5%
+64.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.7% | +2.8% |
| 7D | -0.4% | +5.4% | -5.7% | -1.1% |
| 30D | +7.2% | -5.0% | +12.3% | +7.9% |
| 3M | -4.9% | -26.1% | +21.2% | -1.2% |
| 6M | +1.1% | -42.6% | +43.6% | +8.3% |
| YTD | +6.8% | -38.0% | +44.8% | +12.5% |
| 1Y | +23.3% | -35.7% | +59.0% | +28.8% |
| 3Y | +126.1% | -22.9% | +149.0% | +123.0% |
| 5Y | +15.2% | -49.9% | +65.1% | +19.1% |
| All | +15.2% | -49.5% | +64.7% | +19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling