+59.6%
KEYS vs BHP
+53.4%
+6.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.6% | -8.9% | -7.8% |
| 7D | -14.8% | -2.5% | -12.3% | -13.5% |
| 30D | -25.6% | -7.7% | -17.9% | -22.0% |
| 3M | -16.2% | -6.4% | -9.9% | -13.6% |
| 6M | -18.6% | +5.2% | -23.8% | -23.2% |
| YTD | +40.7% | +38.3% | +2.4% | +11.4% |
| 1Y | +59.6% | +53.4% | +6.2% | +11.8% |
| All | +59.6% | +53.4% | +6.2% | +11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling