+33.2%
KEY vs BIDU
+1,407.1%
-1,373.9%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.1% | -3.8% | -0.7% |
| 7D | +2.2% | +2.4% | -0.2% | +1.6% |
| 30D | -3.0% | -10.5% | +7.5% | -0.7% |
| 3M | +3.3% | -26.2% | +29.5% | +10.3% |
| 6M | +9.2% | -16.4% | +25.6% | +12.0% |
| YTD | +10.6% | -23.9% | +34.5% | +15.4% |
| 1Y | +20.4% | +1.3% | +19.1% | +15.3% |
| 3Y | +121.8% | -32.1% | +153.9% | +126.4% |
| 5Y | +41.1% | -39.0% | +80.1% | +36.2% |
| 10Y | +168.5% | -44.0% | +212.6% | +140.3% |
| All | +33.2% | +1,407.1% | -1,373.9% | -43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling