+90.1%
KEYS vs BHP
+110.7%
-20.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.1% |
| 7D | +3.5% | -3.6% | +7.1% | +5.1% |
| 30D | -4.5% | -1.2% | -3.3% | -4.3% |
| 3M | -0.4% | +1.2% | -1.6% | -1.5% |
| 6M | +19.1% | +21.4% | -2.3% | +8.6% |
| YTD | +66.7% | +50.4% | +16.2% | +39.7% |
| 1Y | +96.5% | +67.5% | +29.0% | +57.6% |
| 3Y | +155.2% | +72.8% | +82.3% | +98.9% |
| All | +90.1% | +110.7% | -20.6% | +41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling