+133.4%
KR vs BHP
+496.8%
-363.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.7% |
| 7D | -0.2% | -3.6% | +3.4% | +0.1% |
| 30D | +5.1% | -1.2% | +6.2% | +5.1% |
| 3M | -8.2% | +1.2% | -9.3% | -8.4% |
| 6M | -18.0% | +21.4% | -39.4% | -19.9% |
| YTD | -4.8% | +50.4% | -55.2% | -9.3% |
| 1Y | -11.0% | +67.5% | -78.5% | -16.4% |
| 3Y | +37.7% | +72.8% | -35.2% | +27.6% |
| 5Y | +52.8% | +112.6% | -59.8% | +35.9% |
| All | +133.4% | +496.8% | -363.5% | +78.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling